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 39.79% 0.05 CHF 0.06 CHF 130,000 130,000 63,430 63,430 2,533 CHF 3,537 CHF 99.90% 99.90%
19/11/2024 27.15% 0.05 CHF 0.06 CHF 130,000 130,000 63,778 63,778 2,603 CHF 3,469 CHF 99.85% 99.85%
18/11/2024 18.18% 0.06 CHF 0.07 CHF 130,000 130,000 63,817 63,817 3,329 CHF 3,969 CHF 99.90% 99.90%
15/11/2024 10.12% 0.08 CHF 0.09 CHF 130,000 130,000 61,414 61,414 5,575 CHF 6,190 CHF 100.00% 100.00%
14/11/2024 8.48% 0.12 CHF 0.13 CHF 130,000 130,000 57,510 57,510 7,350 CHF 7,986 CHF 100.00% 100.00%
13/11/2024 7.73% 0.15 CHF 0.16 CHF 130,000 130,000 54,708 54,708 9,583 CHF 10,275 CHF 100.00% 100.00%
12/11/2024 6.37% 0.28 CHF 0.29 CHF 100,000 100,000 46,763 46,763 14,907 CHF 15,754 CHF 99.73% 99.73%
11/11/2024 6.90% 0.40 CHF 0.41 CHF 100,000 100,000 46,697 46,697 15,259 CHF 16,045 CHF 100.00% 100.00%
08/11/2024 6.44% 0.24 CHF 0.25 CHF 90,000 90,000 44,801 44,801 14,506 CHF 15,358 CHF 98.25% 98.25%
07/11/2024 10.80% 0.32 CHF 0.33 CHF 120,000 120,000 41,466 41,466 11,353 CHF 12,044 CHF 99.14% 99.14%

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