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 1.53% 1.74 CHF 1.76 CHF 30,000 10,000 30,000 5,907 56,078 CHF 11,091 CHF 95.78% 95.78%
12/11/2024 1.62% 1.73 CHF 1.74 CHF 30,000 7,500 30,121 5,284 54,540 CHF 9,660 CHF 96.05% 96.05%
11/11/2024 1.32% 1.98 CHF 2.00 CHF 30,000 7,500 30,000 5,298 66,211 CHF 11,725 CHF 96.80% 96.80%
08/11/2024 1.19% 2.24 CHF 2.26 CHF 30,000 7,500 22,428 5,610 55,506 CHF 14,045 CHF 87.56% 87.56%
07/11/2024 1.14% 2.87 CHF 2.89 CHF 20,000 7,500 20,000 5,139 54,365 CHF 14,220 CHF 82.24% 82.24%
06/11/2024 1.44% 2.47 CHF 2.49 CHF 30,000 7,500 29,724 5,615 60,431 CHF 11,807 CHF 86.83% 86.83%
05/11/2024 1.13% 2.56 CHF 2.58 CHF 20,000 7,500 20,393 5,285 55,252 CHF 14,399 CHF 98.93% 98.93%
04/11/2024 1.22% 2.51 CHF 2.52 CHF 20,000 7,500 28,884 5,275 70,940 CHF 13,149 CHF 99.42% 99.42%

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