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 65.33% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,401 CHF 5,100 CHF 99.48% 99.48%
19/11/2024 62.34% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,556 250,000 11,205 CHF 5,325 CHF 99.09% 99.09%
18/11/2024 64.18% 0.02 CHF 0.03 CHF 1,000,000 250,000 984,531 250,000 10,592 CHF 5,187 CHF 99.33% 99.33%
15/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,123 250,000 9,951 CHF 5,000 CHF 98.92% 98.92%
14/11/2024 64.57% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,820 250,000 10,578 CHF 5,157 CHF 98.60% 98.60%
13/11/2024 71.12% 0.01 CHF 0.02 CHF 1,000,000 250,000 893,106 223,276 8,264 CHF 4,299 CHF 99.08% 99.08%
12/11/2024 65.09% 0.01 CHF 0.02 CHF 500,000 125,000 500,000 125,000 5,237 CHF 2,559 CHF 99.16% 99.16%
11/11/2024 65.89% 0.01 CHF 0.02 CHF 500,000 125,000 492,424 125,000 5,026 CHF 2,529 CHF 99.33% 99.33%
08/11/2024 50.84% 0.02 CHF 0.03 CHF 500,000 125,000 500,000 125,000 7,374 CHF 3,094 CHF 99.48% 99.48%
07/11/2024 54.98% 0.02 CHF 0.03 CHF 500,000 125,000 499,956 125,000 6,753 CHF 2,938 CHF 98.69% 98.69%

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