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
20/11/2024 10.09% 0.05 CHF 0.06 CHF 2,923,600 2,923,600 2,969,480 2,969,480 140,089 CHF 154,937 CHF 100.00% 100.00%
19/11/2024 10.58% 0.05 CHF 0.05 CHF 3,000,000 3,000,000 2,826,320 2,826,320 126,513 CHF 140,644 CHF 100.00% 100.00%
18/11/2024 9.52% 0.05 CHF 0.06 CHF 2,712,100 2,712,100 2,716,550 2,716,550 135,827 CHF 149,410 CHF 100.00% 100.00%
15/11/2024 9.49% 0.05 CHF 0.06 CHF 2,720,500 2,720,500 2,682,240 2,682,240 134,657 CHF 148,069 CHF 98.67% 98.67%
14/11/2024 9.16% 0.05 CHF 0.06 CHF 2,658,300 2,658,300 2,865,390 2,865,390 149,624 CHF 163,951 CHF 99.79% 99.79%
13/11/2024 10.53% 0.05 CHF 0.05 CHF 3,000,000 3,000,000 3,000,000 3,000,000 134,944 CHF 149,944 CHF 100.00% 100.00%
12/11/2024 10.58% 0.05 CHF 0.05 CHF 3,000,000 3,000,000 3,000,000 3,000,000 134,352 CHF 149,352 CHF 100.00% 100.00%
11/11/2024 11.76% 0.04 CHF 0.05 CHF 3,000,000 3,000,000 3,000,000 3,000,000 120,045 CHF 135,045 CHF 100.00% 100.00%
08/11/2024 13.33% 0.04 CHF 0.04 CHF 3,000,000 3,000,000 3,000,000 3,000,000 105,000 CHF 120,000 CHF 100.00% 100.00%
07/11/2024 12.49% 0.04 CHF 0.04 CHF 3,000,000 3,000,000 3,000,000 3,000,000 113,084 CHF 128,084 CHF 100.00% 100.00%

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