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 41.06% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,602 CHF 14,801 CHF 98.26% 98.26%
19/11/2024 40.01% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,997 CHF 14,998 CHF 88.53% 88.53%
18/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 94.85% 94.85%
15/11/2024 39.87% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,113 CHF 15,057 CHF 96.40% 96.40%
14/11/2024 30.40% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 28,397 CHF 19,198 CHF 96.17% 96.17%
13/11/2024 29.65% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,053 CHF 19,526 CHF 99.13% 99.13%
12/11/2024 38.98% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,895 CHF 15,448 CHF 99.21% 99.21%
11/11/2024 30.34% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 28,451 CHF 19,226 CHF 99.22% 99.22%
08/11/2024 23.07% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 38,659 CHF 24,329 CHF 99.24% 99.24%
07/11/2024 17.04% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 54,821 CHF 32,411 CHF 94.25% 94.25%

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