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 17.09% 0.06 CHF 0.07 CHF 925,000 475,000 941,872 479,518 50,423 CHF 30,478 CHF 99.17% 99.17%
19/11/2024 20.57% 0.05 CHF 0.06 CHF 1,000,000 250,000 988,014 253,672 43,237 CHF 13,638 CHF 98.94% 98.94%
18/11/2024 16.78% 0.05 CHF 0.06 CHF 1,000,000 500,000 928,094 472,811 50,683 CHF 30,553 CHF 99.25% 99.25%
15/11/2024 14.57% 0.06 CHF 0.07 CHF 850,000 425,000 787,239 404,225 50,085 CHF 29,772 CHF 99.36% 99.36%
14/11/2024 9.34% 0.08 CHF 0.09 CHF 625,000 325,000 499,397 439,906 51,071 CHF 50,708 CHF 99.25% 99.25%
13/11/2024 8.51% 0.13 CHF 0.14 CHF 400,000 400,000 405,801 405,780 45,757 CHF 49,813 CHF 99.06% 99.06%
12/11/2024 8.95% 0.13 CHF 0.14 CHF 200,000 200,000 237,550 222,985 25,381 CHF 26,296 CHF 98.91% 98.91%
11/11/2024 17.22% 0.12 CHF 0.13 CHF 250,000 250,000 456,499 190,468 24,540 CHF 13,251 CHF 99.33% 99.33%
08/11/2024 32.77% 0.03 CHF 0.04 CHF 500,000 125,000 500,000 125,000 12,796 CHF 4,449 CHF 99.43% 99.43%
07/11/2024 33.25% 0.03 CHF 0.04 CHF 500,000 125,000 492,556 125,000 12,358 CHF 4,386 CHF 99.26% 99.26%

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