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 40.68% 0.03 CHF 0.05 CHF 500,000 100,000 500,000 100,000 16,619 CHF 4,989 CHF 100.00% 100.00%
19/11/2024 26.28% 0.04 CHF 0.05 CHF 500,000 100,000 498,062 99,785 19,658 CHF 5,133 CHF 100.00% 100.00%
18/11/2024 41.28% 0.04 CHF 0.06 CHF 500,000 100,000 500,000 88,971 19,070 CHF 5,102 CHF 100.00% 100.00%
15/11/2024 24.83% 0.04 CHF 0.06 CHF 500,000 100,000 480,619 100,000 22,797 CHF 6,082 CHF 100.00% 100.00%
14/11/2024 32.24% 0.05 CHF 0.07 CHF 439,357 100,000 444,345 100,000 22,489 CHF 7,000 CHF 99.27% 99.27%
13/11/2024 33.97% 0.05 CHF 0.07 CHF 443,230 100,000 494,134 99,134 21,434 CHF 6,039 CHF 99.40% 99.40%
12/11/2024 28.01% 0.05 CHF 0.06 CHF 473,377 100,000 430,209 100,000 25,093 CHF 7,743 CHF 100.00% 100.00%
11/11/2024 27.82% 0.07 CHF 0.08 CHF 398,206 100,000 429,058 100,000 25,413 CHF 7,844 CHF 100.00% 100.00%
08/11/2024 24.52% 0.06 CHF 0.07 CHF 425,447 100,000 413,053 100,000 24,783 CHF 7,693 CHF 99.95% 99.95%
07/11/2024 20.35% 0.07 CHF 0.09 CHF 364,748 100,000 360,660 97,491 27,110 CHF 8,962 CHF 99.05% 99.05%

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