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 0.39% 5.00 CHF 5.01 CHF 30,000 30,000 22,416 14,074 103,170 CHF 65,959 CHF 89.66% 89.66%
12/11/2024 0.40% 4.42 CHF 4.43 CHF 30,000 30,000 22,421 14,084 98,851 CHF 62,701 CHF 89.50% 89.50%
11/11/2024 0.33% 5.08 CHF 5.09 CHF 30,000 30,000 14,855 14,097 77,198 CHF 73,398 CHF 89.26% 89.26%
08/11/2024 0.38% 4.59 CHF 4.60 CHF 30,000 30,000 22,414 14,069 103,338 CHF 65,045 CHF 89.76% 89.76%
07/11/2024 0.44% 4.51 CHF 4.52 CHF 30,000 30,000 22,414 14,069 91,382 CHF 58,710 CHF 89.75% 89.75%
06/11/2024 0.42% 3.83 CHF 3.84 CHF 30,000 30,000 23,186 15,691 91,443 CHF 61,291 CHF 67.99% 67.99%
05/11/2024 0.62% 3.47 CHF 3.48 CHF 30,000 30,000 22,421 14,085 65,851 CHF 42,907 CHF 89.47% 89.47%
04/11/2024 0.49% 2.95 CHF 2.96 CHF 30,000 30,000 25,603 20,767 75,277 CHF 61,372 CHF 47.81% 47.81%
01/11/2024 0.48% 2.96 CHF 2.97 CHF 30,000 30,000 23,449 16,243 78,370 CHF 52,982 CHF 99.05% 99.05%
31/10/2024 0.49% 3.33 CHF 3.34 CHF 30,000 30,000 23,425 16,192 79,812 CHF 56,201 CHF 99.76% 99.76%

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