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 0.83% 3.62 CHF 3.63 CHF 20,000 10,000 20,000 5,903 69,366 CHF 20,751 CHF 95.89% 95.89%
12/11/2024 0.83% 3.63 CHF 3.64 CHF 20,000 7,500 20,000 5,284 70,523 CHF 18,844 CHF 96.05% 96.05%
11/11/2024 0.95% 3.36 CHF 3.38 CHF 20,000 7,500 20,000 5,298 62,420 CHF 16,808 CHF 96.80% 96.80%
08/11/2024 1.04% 3.09 CHF 3.10 CHF 20,000 7,500 20,000 5,610 56,240 CHF 16,050 CHF 87.57% 87.57%
07/11/2024 1.20% 2.44 CHF 2.45 CHF 30,000 7,500 21,065 5,138 54,497 CHF 13,385 CHF 82.24% 82.24%
06/11/2024 0.86% 2.87 CHF 2.88 CHF 20,000 7,500 20,000 5,615 65,715 CHF 18,399 CHF 86.83% 86.83%
05/11/2024 1.24% 2.71 CHF 2.72 CHF 20,000 7,500 25,106 5,285 63,257 CHF 13,654 CHF 98.94% 98.94%
04/11/2024 1.06% 2.76 CHF 2.77 CHF 20,000 7,500 20,000 5,275 55,822 CHF 14,843 CHF 99.43% 99.43%
01/11/2024 0.91% 2.88 CHF 2.90 CHF 20,000 7,500 20,000 5,900 57,882 CHF 17,187 CHF 93.74% 93.74%
31/10/2024 0.91% 2.90 CHF 2.92 CHF 20,000 7,500 20,000 5,847 59,283 CHF 17,494 CHF 99.76% 99.76%

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