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 9.99% 0.09 CHF 0.11 CHF 500,000 100,000 500,000 100,000 47,673 CHF 10,535 CHF 13.10% 98.98%
19/11/2024 12.14% 0.08 CHF 0.09 CHF 500,000 100,000 500,000 100,000 38,798 CHF 8,760 CHF 99.99% 99.99%
18/11/2024 10.67% 0.09 CHF 0.10 CHF 500,000 100,000 500,000 95,263 44,416 CHF 9,409 CHF 94.23% 94.23%
15/11/2024 12.12% 0.08 CHF 0.09 CHF 500,000 100,000 500,000 100,000 38,866 CHF 8,773 CHF 100.00% 100.00%
14/11/2024 13.15% 0.08 CHF 0.09 CHF 500,000 100,000 500,000 100,000 35,588 CHF 8,118 CHF 97.92% 97.92%
13/11/2024 13.18% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 99,710 35,488 CHF 8,072 CHF 99.36% 99.36%
12/11/2024 11.64% 0.07 CHF 0.08 CHF 500,000 100,000 500,000 100,000 40,764 CHF 9,153 CHF 95.15% 95.15%
11/11/2024 7.78% 0.11 CHF 0.12 CHF 460,000 100,000 409,094 100,000 50,550 CHF 13,386 CHF 100.00% 100.00%
08/11/2024 7.99% 0.12 CHF 0.13 CHF 420,000 100,000 419,519 100,000 50,425 CHF 13,027 CHF 100.00% 100.00%
07/11/2024 7.98% 0.14 CHF 0.15 CHF 360,000 100,000 420,079 98,694 50,556 CHF 12,966 CHF 98.40% 98.40%

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