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 0.35% 5.44 CHF 5.45 CHF 30,000 30,000 21,824 14,074 110,024 CHF 72,131 CHF 89.66% 89.66%
12/11/2024 0.36% 4.86 CHF 4.87 CHF 30,000 30,000 22,421 14,084 108,663 CHF 68,865 CHF 89.49% 89.49%
11/11/2024 0.31% 5.52 CHF 5.53 CHF 30,000 30,000 15,071 14,325 84,858 CHF 80,791 CHF 85.45% 85.45%
08/11/2024 0.35% 5.02 CHF 5.03 CHF 30,000 30,000 16,571 14,069 83,377 CHF 71,133 CHF 89.76% 89.76%
07/11/2024 0.40% 4.94 CHF 4.95 CHF 30,000 30,000 22,414 14,069 101,112 CHF 64,810 CHF 89.75% 89.75%
06/11/2024 0.38% 4.26 CHF 4.27 CHF 30,000 30,000 23,186 15,691 101,507 CHF 68,103 CHF 67.99% 67.99%
05/11/2024 0.54% 3.90 CHF 3.91 CHF 30,000 30,000 22,421 14,085 75,443 CHF 48,933 CHF 89.47% 89.47%
04/11/2024 0.43% 3.38 CHF 3.39 CHF 30,000 30,000 25,603 20,767 86,205 CHF 70,234 CHF 47.81% 47.81%
01/11/2024 0.43% 3.39 CHF 3.40 CHF 30,000 30,000 23,449 16,244 88,448 CHF 59,965 CHF 99.05% 99.05%
31/10/2024 0.44% 3.76 CHF 3.77 CHF 30,000 30,000 23,425 16,192 89,842 CHF 63,133 CHF 99.76% 99.76%

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