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 27.34% 0.06 CHF 0.08 CHF 414,885 75,000 406,181 75,000 24,187 CHF 5,903 CHF 100.00% 100.00%
19/11/2024 19.91% 0.07 CHF 0.08 CHF 372,965 75,000 331,196 75,000 26,067 CHF 7,241 CHF 100.00% 100.00%
18/11/2024 18.46% 0.10 CHF 0.11 CHF 289,361 50,000 271,213 44,487 29,320 CHF 5,711 CHF 100.00% 100.00%
15/11/2024 14.29% 0.13 CHF 0.15 CHF 252,953 50,000 255,390 50,000 31,618 CHF 7,182 CHF 99.99% 99.99%
14/11/2024 8.80% 0.19 CHF 0.21 CHF 186,804 50,000 168,793 50,000 37,860 CHF 12,368 CHF 99.52% 99.52%
13/11/2024 7.60% 0.29 CHF 0.31 CHF 142,755 50,000 153,155 49,696 39,609 CHF 13,956 CHF 97.02% 97.02%
12/11/2024 5.48% 0.34 CHF 0.36 CHF 126,469 50,000 121,476 50,000 44,689 CHF 19,438 CHF 100.00% 100.00%
11/11/2024 5.37% 0.37 CHF 0.39 CHF 118,621 50,000 119,680 50,000 43,851 CHF 19,340 CHF 96.53% 96.53%
08/11/2024 6.63% 0.34 CHF 0.36 CHF 126,816 50,000 132,604 50,000 41,335 CHF 16,665 CHF 92.92% 92.92%
07/11/2024 6.94% 0.31 CHF 0.33 CHF 132,066 50,000 132,460 48,703 41,377 CHF 16,295 CHF 99.12% 99.12%

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