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 0.73% 2.86 CHF 2.87 CHF 30,000 30,000 29,984 14,074 73,058 CHF 35,878 CHF 89.66% 89.66%
12/11/2024 0.78% 2.29 CHF 2.30 CHF 30,000 30,000 30,000 14,084 67,902 CHF 32,654 CHF 89.49% 89.49%
11/11/2024 0.56% 2.96 CHF 2.97 CHF 30,000 30,000 22,535 14,324 69,833 CHF 44,046 CHF 85.44% 85.44%
08/11/2024 0.70% 2.47 CHF 2.48 CHF 30,000 30,000 24,930 14,069 62,179 CHF 35,359 CHF 89.75% 89.75%
07/11/2024 0.94% 2.40 CHF 2.41 CHF 30,000 30,000 30,000 14,069 57,861 CHF 28,998 CHF 89.74% 89.74%
06/11/2024 0.90% 1.71 CHF 1.72 CHF 30,000 30,000 31,646 15,691 58,126 CHF 28,084 CHF 67.99% 67.99%
05/11/2024 2.36% 1.39 CHF 1.40 CHF 40,000 30,000 71,010 14,085 54,797 CHF 13,547 CHF 89.47% 89.47%
04/11/2024 1.68% 0.87 CHF 0.88 CHF 60,000 30,000 63,664 20,767 54,152 CHF 18,092 CHF 47.80% 47.80%

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