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 0.62% 3.29 CHF 3.30 CHF 30,000 30,000 22,416 14,074 64,901 CHF 41,924 CHF 89.66% 89.66%
12/11/2024 0.65% 2.71 CHF 2.72 CHF 30,000 30,000 22,421 14,084 60,639 CHF 38,697 CHF 89.49% 89.49%
11/11/2024 0.49% 3.38 CHF 3.39 CHF 30,000 30,000 22,536 14,325 79,484 CHF 50,180 CHF 85.45% 85.45%
08/11/2024 0.60% 2.90 CHF 2.91 CHF 30,000 30,000 22,414 14,069 65,575 CHF 41,330 CHF 89.76% 89.76%
07/11/2024 0.76% 2.83 CHF 2.84 CHF 30,000 30,000 30,000 14,069 70,591 CHF 34,965 CHF 89.75% 89.75%
06/11/2024 0.73% 2.14 CHF 2.15 CHF 30,000 30,000 29,353 15,691 66,656 CHF 34,758 CHF 67.99% 67.99%
05/11/2024 1.50% 1.81 CHF 1.82 CHF 30,000 30,000 46,843 14,085 56,441 CHF 19,448 CHF 89.47% 89.47%
04/11/2024 1.13% 1.29 CHF 1.30 CHF 40,000 30,000 43,094 20,767 54,667 CHF 26,788 CHF 47.81% 47.81%

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