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 0.40% 4.85 CHF 4.86 CHF 30,000 30,000 22,416 14,074 99,664 CHF 63,758 CHF 89.65% 89.65%
12/11/2024 0.42% 4.26 CHF 4.27 CHF 30,000 30,000 22,421 14,084 95,367 CHF 60,512 CHF 89.48% 89.48%
11/11/2024 0.34% 4.93 CHF 4.94 CHF 30,000 30,000 14,854 14,097 74,879 CHF 71,197 CHF 89.25% 89.25%
08/11/2024 0.39% 4.43 CHF 4.44 CHF 30,000 30,000 22,413 14,068 99,889 CHF 62,877 CHF 89.75% 89.75%
07/11/2024 0.46% 4.36 CHF 4.37 CHF 30,000 30,000 22,414 14,069 87,935 CHF 56,545 CHF 89.73% 89.73%
06/11/2024 0.44% 3.67 CHF 3.68 CHF 30,000 30,000 23,186 15,691 87,859 CHF 58,866 CHF 67.98% 67.98%
05/11/2024 0.65% 3.32 CHF 3.33 CHF 30,000 30,000 22,421 14,084 62,467 CHF 40,777 CHF 89.46% 89.46%
04/11/2024 0.52% 2.80 CHF 2.81 CHF 30,000 30,000 25,602 20,764 71,393 CHF 58,216 CHF 47.80% 47.80%
01/11/2024 0.50% 2.81 CHF 2.82 CHF 30,000 30,000 23,449 16,244 74,797 CHF 50,505 CHF 99.03% 99.03%
31/10/2024 0.52% 3.18 CHF 3.19 CHF 30,000 30,000 23,425 16,192 76,258 CHF 53,743 CHF 99.75% 99.75%

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