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 8.51% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 112,715 CHF 49,086 CHF 98.50% 98.50%
19/11/2024 9.14% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 104,615 CHF 45,846 CHF 98.45% 98.45%
18/11/2024 7.74% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 124,460 CHF 53,784 CHF 98.72% 98.72%
15/11/2024 7.64% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 126,259 CHF 54,504 CHF 98.54% 98.54%
14/11/2024 8.80% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 108,718 CHF 47,487 CHF 97.49% 97.49%
13/11/2024 8.42% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 114,384 CHF 49,754 CHF 98.83% 98.83%
12/11/2024 7.51% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 128,319 CHF 55,328 CHF 98.56% 98.56%
11/11/2024 5.42% 0.17 CHF 0.18 CHF 900,000 300,000 900,000 300,000 161,543 CHF 56,848 CHF 99.16% 99.16%
08/11/2024 6.26% 0.14 CHF 0.15 CHF 1,000,000 400,000 953,802 353,802 147,929 CHF 58,152 CHF 98.44% 98.44%
07/11/2024 4.50% 0.24 CHF 0.25 CHF 750,000 250,000 832,323 277,441 180,993 CHF 63,105 CHF 98.06% 98.06%

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