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 66.67% 0.01 CHF 0.02 CHF 1,190,600 1,190,600 1,176,530 1,176,530 11,765 CHF 23,531 CHF 100.00% 100.00%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 1,038,400 1,038,400 1,056,690 1,056,690 10,567 CHF 21,134 CHF 100.00% 100.00%
18/11/2024 64.10% 0.01 CHF 0.02 CHF 1,025,300 1,025,300 1,023,070 1,023,070 11,009 CHF 21,239 CHF 100.00% 100.00%
15/11/2024 52.42% 0.01 CHF 0.02 CHF 1,066,800 1,066,800 1,049,110 1,049,110 14,964 CHF 25,455 CHF 100.00% 100.00%
14/11/2024 66.67% 0.01 CHF 0.02 CHF 1,122,800 1,122,800 1,126,380 1,126,380 11,264 CHF 22,528 CHF 100.00% 100.00%
13/11/2024 66.33% 0.01 CHF 0.02 CHF 963,200 963,200 963,200 963,200 9,731 CHF 19,363 CHF 100.00% 100.00%
12/11/2024 53.27% 0.01 CHF 0.02 CHF 734,000 734,000 722,234 722,234 10,113 CHF 17,335 CHF 99.85% 99.85%
11/11/2024 40.00% 0.02 CHF 0.03 CHF 733,700 733,700 733,388 733,388 14,668 CHF 22,002 CHF 99.64% 99.64%
08/11/2024 40.02% 0.02 CHF 0.03 CHF 584,400 584,400 584,282 584,282 11,681 CHF 17,524 CHF 98.70% 98.70%
07/11/2024 34.96% 0.03 CHF 0.04 CHF 597,700 597,700 595,292 595,292 14,154 CHF 20,107 CHF 99.44% 99.44%

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