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 0.81% 2.64 CHF 2.65 CHF 30,000 30,000 30,000 14,074 66,479 CHF 32,771 CHF 89.64% 89.64%
12/11/2024 0.86% 2.06 CHF 2.07 CHF 30,000 30,000 30,000 14,084 61,291 CHF 29,551 CHF 89.47% 89.47%
11/11/2024 0.60% 2.74 CHF 2.75 CHF 30,000 30,000 22,535 14,324 64,878 CHF 40,895 CHF 85.44% 85.44%
08/11/2024 0.77% 2.26 CHF 2.27 CHF 30,000 30,000 30,000 14,068 68,569 CHF 32,301 CHF 89.74% 89.74%
07/11/2024 1.06% 2.18 CHF 2.19 CHF 30,000 30,000 36,777 14,069 62,102 CHF 25,928 CHF 89.73% 89.73%
06/11/2024 1.01% 1.49 CHF 1.50 CHF 40,000 30,000 35,383 15,690 56,921 CHF 24,659 CHF 67.98% 67.98%
05/11/2024 1.06% 1.17 CHF 1.18 CHF 50,000 30,000 56,876 29,845 54,147 CHF 29,307 CHF 21.57% 89.45%
04/11/2024 2.25% 0.65 CHF 0.66 CHF 80,000 30,000 83,223 20,560 53,287 CHF 13,606 CHF 46.77% 47.80%

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