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 65.59% 0.04 CHF 0.06 CHF 370,164 50,000 411,496 50,000 11,176 CHF 2,658 CHF 98.83% 98.83%
19/11/2024 28.11% 0.03 CHF 0.05 CHF 407,505 50,000 396,630 50,000 14,888 CHF 2,488 CHF 95.59% 95.59%
18/11/2024 31.56% 0.04 CHF 0.06 CHF 349,614 50,000 369,262 44,465 14,754 CHF 2,417 CHF 99.64% 99.64%
15/11/2024 18.50% 0.06 CHF 0.07 CHF 311,384 50,000 267,085 49,974 19,177 CHF 4,344 CHF 99.90% 99.90%
14/11/2024 13.61% 0.11 CHF 0.12 CHF 219,436 50,000 214,108 50,000 23,739 CHF 6,365 CHF 98.40% 98.40%
13/11/2024 10.14% 0.13 CHF 0.14 CHF 204,953 50,000 204,693 49,557 25,535 CHF 6,841 CHF 98.88% 98.88%
12/11/2024 9.55% 0.15 CHF 0.16 CHF 190,447 50,000 176,973 50,000 28,814 CHF 8,963 CHF 99.79% 99.79%
11/11/2024 6.29% 0.18 CHF 0.19 CHF 170,646 50,000 165,486 50,000 31,485 CHF 10,138 CHF 100.00% 100.00%
08/11/2024 8.13% 0.17 CHF 0.18 CHF 171,774 50,000 171,971 50,000 29,103 CHF 9,183 CHF 100.00% 100.00%
07/11/2024 8.48% 0.17 CHF 0.19 CHF 171,244 50,000 175,163 48,703 29,541 CHF 8,953 CHF 99.06% 99.06%

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