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 5.73% 0.10 CHF 0.11 CHF 200,000 200,000 200,000 200,000 33,998 CHF 35,998 CHF 95.88% 95.88%
19/11/2024 8.58% 0.15 CHF 0.16 CHF 200,000 200,000 200,000 200,000 22,770 CHF 24,770 CHF 99.91% 99.91%
18/11/2024 8.60% 0.14 CHF 0.15 CHF 100,000 100,000 100,000 100,000 11,158 CHF 12,158 CHF 95.74% 95.74%
15/11/2024 6.48% 0.12 CHF 0.13 CHF 150,000 150,000 150,000 149,996 22,611 CHF 24,110 CHF 95.83% 95.83%
14/11/2024 4.33% 0.22 CHF 0.23 CHF 150,000 150,000 150,000 150,000 33,877 CHF 35,377 CHF 95.84% 95.84%
13/11/2024 4.56% 0.23 CHF 0.24 CHF 150,000 150,000 150,000 150,000 32,225 CHF 33,725 CHF 99.84% 99.84%
12/11/2024 4.48% 0.21 CHF 0.22 CHF 150,000 150,000 150,000 150,000 32,764 CHF 34,264 CHF 99.67% 99.67%
11/11/2024 3.91% 0.28 CHF 0.29 CHF 150,000 150,000 150,000 150,000 37,663 CHF 39,163 CHF 95.73% 95.73%
08/11/2024 4.85% 0.21 CHF 0.22 CHF 150,000 150,000 150,000 150,000 30,277 CHF 31,777 CHF 99.93% 99.93%
07/11/2024 5.38% 0.21 CHF 0.22 CHF 150,000 150,000 150,000 150,000 27,479 CHF 28,979 CHF 95.75% 95.75%

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