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 2.47% 1.00 CHF 1.01 CHF 50,000 10,000 50,327 5,900 56,548 CHF 6,690 CHF 95.98% 95.98%
12/11/2024 2.68% 0.99 CHF 1.00 CHF 60,000 7,500 51,467 5,284 54,908 CHF 5,740 CHF 96.04% 96.04%
11/11/2024 1.96% 1.24 CHF 1.26 CHF 50,000 7,500 40,207 5,298 58,959 CHF 7,806 CHF 96.79% 96.79%
08/11/2024 1.67% 1.51 CHF 1.53 CHF 40,000 7,500 31,768 5,610 55,534 CHF 9,931 CHF 87.56% 87.56%
07/11/2024 1.59% 2.14 CHF 2.16 CHF 30,000 7,500 30,000 5,139 59,477 CHF 10,443 CHF 82.24% 82.24%
06/11/2024 2.33% 1.73 CHF 1.75 CHF 30,000 7,500 45,230 5,615 57,494 CHF 7,678 CHF 86.81% 86.81%
05/11/2024 1.56% 1.83 CHF 1.85 CHF 30,000 7,500 30,000 5,285 59,655 CHF 10,568 CHF 98.93% 98.93%
04/11/2024 1.79% 1.78 CHF 1.80 CHF 30,000 7,500 30,231 5,275 52,388 CHF 9,331 CHF 99.42% 99.42%
01/11/2024 1.58% 1.70 CHF 1.71 CHF 30,000 7,500 35,138 5,900 58,275 CHF 10,018 CHF 93.73% 93.73%
31/10/2024 1.67% 1.66 CHF 1.67 CHF 40,000 7,500 39,999 5,847 63,307 CHF 9,395 CHF 99.75% 99.75%

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