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 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.17% 99.17%
19/11/2024 28.53% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,063 CHF 20,032 CHF 99.16% 99.16%
18/11/2024 26.72% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 32,917 CHF 21,459 CHF 99.23% 99.23%
15/11/2024 22.22% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,000 CHF 25,000 CHF 99.17% 99.17%
14/11/2024 23.95% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 37,329 CHF 23,665 CHF 99.15% 99.15%
13/11/2024 26.24% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 33,664 CHF 21,832 CHF 99.17% 99.17%
12/11/2024 22.24% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,969 CHF 24,985 CHF 99.16% 99.16%
11/11/2024 15.71% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 421,094 59,017 CHF 28,918 CHF 99.17% 99.17%
08/11/2024 14.68% 0.05 CHF 0.06 CHF 1,000,000 500,000 987,812 400,530 62,982 CHF 29,329 CHF 99.17% 99.17%
07/11/2024 7.47% 0.11 CHF 0.12 CHF 750,000 250,000 643,781 214,594 82,846 CHF 29,761 CHF 98.26% 98.26%

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