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
13/11/2024 22.58% 0.04 CHF 0.05 CHF 1,000,000 250,000 996,000 250,000 39,379 CHF 12,385 CHF 99.38% 99.38%
12/11/2024 19.15% 0.05 CHF 0.06 CHF 1,000,000 250,000 978,950 376,571 46,605 CHF 22,147 CHF 99.06% 99.06%
11/11/2024 17.88% 0.05 CHF 0.06 CHF 925,000 475,000 977,962 482,045 49,886 CHF 29,471 CHF 99.28% 99.28%
08/11/2024 14.08% 0.07 CHF 0.08 CHF 775,000 400,000 764,679 392,554 50,471 CHF 29,869 CHF 99.38% 99.38%
07/11/2024 6.03% 0.13 CHF 0.14 CHF 375,000 375,000 325,894 325,894 52,429 CHF 55,688 CHF 99.27% 99.27%
06/11/2024 6.71% 0.14 CHF 0.15 CHF 400,000 400,000 363,386 363,386 52,353 CHF 55,987 CHF 99.33% 99.33%
05/11/2024 7.59% 0.14 CHF 0.15 CHF 375,000 375,000 406,929 406,929 51,617 CHF 55,686 CHF 99.39% 99.39%
04/11/2024 7.90% 0.12 CHF 0.13 CHF 400,000 400,000 418,093 418,093 50,873 CHF 55,054 CHF 97.50% 97.50%
01/11/2024 8.06% 0.12 CHF 0.13 CHF 425,000 425,000 430,068 430,074 51,228 CHF 55,529 CHF 96.95% 96.95%
31/10/2024 7.73% 0.12 CHF 0.13 CHF 425,000 425,000 414,323 414,323 51,572 CHF 55,715 CHF 99.39% 99.39%

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