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 22.90% 0.11 CHF 0.18 CHF 460,000 25,000 358,532 25,000 50,634 CHF 4,453 CHF 14.13% 100.00%
19/11/2024 13.10% 0.13 CHF 0.15 CHF 390,000 25,000 385,751 25,000 50,602 CHF 3,761 CHF 99.99% 99.99%
18/11/2024 11.96% 0.19 CHF 0.20 CHF 270,000 25,000 297,154 23,897 50,897 CHF 4,618 CHF 100.00% 100.00%
15/11/2024 8.69% 0.18 CHF 0.19 CHF 280,000 25,000 251,718 24,970 50,365 CHF 5,474 CHF 100.00% 100.00%
14/11/2024 10.27% 0.21 CHF 0.23 CHF 240,000 25,000 300,400 25,000 50,702 CHF 4,825 CHF 94.67% 94.67%
13/11/2024 14.71% 0.13 CHF 0.15 CHF 390,000 50,000 439,917 49,418 50,542 CHF 6,596 CHF 99.25% 99.25%
12/11/2024 13.66% 0.10 CHF 0.12 CHF 500,000 25,000 406,862 25,000 50,518 CHF 3,590 CHF 98.32% 98.32%
11/11/2024 8.56% 0.20 CHF 0.21 CHF 250,000 25,000 244,616 25,000 50,486 CHF 5,645 CHF 100.00% 100.00%
08/11/2024 9.16% 0.19 CHF 0.21 CHF 270,000 25,000 174,879 21,786 38,402 CHF 5,422 CHF 97.48% 97.48%
07/11/2024 3.16% 0.64 CHF 0.66 CHF 80,000 25,000 83,904 24,731 53,429 CHF 16,425 CHF 95.56% 95.56%

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