market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
13/11/2024 0.37% 5.20 CHF 5.21 CHF 30,000 30,000 22,416 14,074 107,488 CHF 68,672 CHF 89.64% 89.64%
12/11/2024 0.38% 4.61 CHF 4.62 CHF 30,000 30,000 22,421 14,084 103,177 CHF 65,418 CHF 89.46% 89.46%
11/11/2024 0.32% 5.28 CHF 5.29 CHF 30,000 30,000 14,853 14,096 80,037 CHF 76,092 CHF 89.24% 89.24%
08/11/2024 0.37% 4.78 CHF 4.79 CHF 30,000 30,000 22,413 14,068 107,614 CHF 67,726 CHF 89.74% 89.74%
07/11/2024 0.42% 4.70 CHF 4.71 CHF 30,000 30,000 22,414 14,069 95,674 CHF 61,400 CHF 89.72% 89.72%
06/11/2024 0.40% 4.02 CHF 4.03 CHF 30,000 30,000 23,186 15,690 95,875 CHF 64,286 CHF 67.98% 67.98%
05/11/2024 0.58% 3.66 CHF 3.67 CHF 30,000 30,000 22,421 14,084 70,101 CHF 45,574 CHF 89.45% 89.45%
04/11/2024 0.46% 3.14 CHF 3.15 CHF 30,000 30,000 25,601 20,763 80,113 CHF 65,285 CHF 47.80% 47.80%
01/11/2024 0.45% 3.15 CHF 3.16 CHF 30,000 30,000 23,449 16,244 82,826 CHF 56,071 CHF 99.02% 99.02%
31/10/2024 0.47% 3.52 CHF 3.53 CHF 30,000 30,000 23,424 16,191 84,249 CHF 59,265 CHF 99.75% 99.75%

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