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 1.46% 2.07 CHF 2.08 CHF 30,000 10,000 30,000 5,924 57,675 CHF 11,664 CHF 95.27% 95.27%
12/11/2024 1.52% 2.08 CHF 2.10 CHF 30,000 7,500 30,000 5,285 59,458 CHF 10,690 CHF 95.96% 95.96%
11/11/2024 1.87% 1.82 CHF 1.84 CHF 30,000 7,500 37,810 5,299 59,362 CHF 8,647 CHF 96.75% 96.75%
08/11/2024 2.35% 1.55 CHF 1.57 CHF 40,000 7,500 45,946 5,610 58,502 CHF 7,471 CHF 87.55% 87.55%
07/11/2024 2.89% 0.91 CHF 0.92 CHF 60,000 7,500 51,729 5,139 54,656 CHF 5,502 CHF 82.20% 82.20%
06/11/2024 1.57% 1.33 CHF 1.35 CHF 40,000 7,500 32,965 5,778 55,861 CHF 9,872 CHF 68.65% 68.65%
05/11/2024 1.27% 1.19 CHF 1.29 CHF 50,000 7,500 40,000 7,500 51,319 CHF 9,745 CHF 2.53% 98.84%
04/11/2024 2.62% 1.24 CHF 1.28 CHF 50,000 7,500 40,000 4,864 51,380 CHF 6,397 CHF 83.40% 99.36%
01/11/2024 1.92% 1.36 CHF 1.37 CHF 40,000 7,500 40,000 5,897 54,808 CHF 8,190 CHF 93.39% 93.65%
31/10/2024 1.88% 1.38 CHF 1.40 CHF 40,000 7,500 40,000 5,847 57,790 CHF 8,612 CHF 99.73% 99.73%

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