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 17.55% 0.05 CHF 0.06 CHF 1,000,000 250,000 933,230 425,553 48,846 CHF 26,963 CHF 99.00% 99.00%
19/11/2024 22.48% 0.05 CHF 0.06 CHF 1,000,000 250,000 986,080 262,684 39,336 CHF 13,239 CHF 99.00% 99.00%
18/11/2024 22.18% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,106 CHF 12,527 CHF 99.32% 99.32%
15/11/2024 20.86% 0.04 CHF 0.05 CHF 1,000,000 250,000 999,382 251,853 43,117 CHF 13,388 CHF 99.44% 99.44%
14/11/2024 13.97% 0.05 CHF 0.06 CHF 925,000 475,000 752,360 389,213 50,152 CHF 29,842 CHF 99.22% 99.22%
13/11/2024 11.17% 0.08 CHF 0.09 CHF 675,000 350,000 539,536 275,725 45,287 CHF 25,899 CHF 98.96% 98.96%
12/11/2024 11.64% 0.08 CHF 0.09 CHF 313,000 163,000 307,258 165,817 24,869 CHF 15,162 CHF 99.12% 99.12%
11/11/2024 13.96% 0.08 CHF 0.09 CHF 338,000 175,000 378,014 194,554 25,175 CHF 14,917 CHF 99.14% 99.14%
08/11/2024 12.15% 0.07 CHF 0.08 CHF 388,000 200,000 327,801 168,498 25,339 CHF 14,701 CHF 99.40% 99.40%
07/11/2024 12.60% 0.08 CHF 0.09 CHF 338,000 175,000 336,829 175,698 25,028 CHF 14,817 CHF 99.24% 99.24%

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