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 0.58% 3.49 CHF 3.50 CHF 30,000 30,000 22,416 14,074 69,371 CHF 44,732 CHF 89.65% 89.65%
12/11/2024 0.61% 2.91 CHF 2.92 CHF 30,000 30,000 22,421 14,084 65,110 CHF 41,506 CHF 89.48% 89.48%
11/11/2024 0.46% 3.58 CHF 3.59 CHF 30,000 30,000 22,535 14,324 83,972 CHF 53,031 CHF 85.44% 85.44%
08/11/2024 0.56% 3.10 CHF 3.11 CHF 30,000 30,000 22,414 14,068 69,995 CHF 44,106 CHF 89.75% 89.75%
07/11/2024 0.70% 3.02 CHF 3.03 CHF 30,000 30,000 28,173 14,069 71,928 CHF 37,747 CHF 89.74% 89.74%
06/11/2024 0.67% 2.34 CHF 2.35 CHF 30,000 30,000 25,171 15,691 61,536 CHF 37,869 CHF 67.99% 67.99%
05/11/2024 1.28% 2.00 CHF 2.01 CHF 30,000 30,000 37,905 14,084 53,242 CHF 22,200 CHF 89.46% 89.46%
04/11/2024 0.98% 1.48 CHF 1.49 CHF 40,000 30,000 40,000 20,764 58,754 CHF 30,859 CHF 47.81% 47.81%

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