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 39.37% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,691 250,000 20,328 CHF 7,619 CHF 99.39% 99.39%
19/11/2024 37.42% 0.03 CHF 0.04 CHF 1,000,000 250,000 995,223 250,000 21,837 CHF 7,983 CHF 99.26% 99.26%
18/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 996,763 250,000 19,935 CHF 7,500 CHF 99.29% 99.29%
15/11/2024 40.26% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,557 250,000 19,743 CHF 7,468 CHF 99.38% 99.38%
14/11/2024 47.67% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,839 250,000 16,075 CHF 6,542 CHF 99.37% 99.37%
13/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,224 250,000 14,913 CHF 6,250 CHF 99.38% 99.38%
12/11/2024 52.63% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,702 250,000 14,132 CHF 6,053 CHF 99.07% 99.07%
11/11/2024 61.82% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,311 250,000 11,418 CHF 5,364 CHF 99.22% 99.22%
08/11/2024 49.94% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,030 CHF 6,258 CHF 99.39% 99.39%
07/11/2024 36.36% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,355 250,000 22,614 CHF 8,182 CHF 99.28% 99.28%

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