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 6.15% 0.14 CHF 0.15 CHF 201,709 50,000 200,173 50,000 31,705 CHF 8,422 CHF 100.00% 100.00%
19/11/2024 6.44% 0.17 CHF 0.18 CHF 198,961 50,000 200,659 50,000 30,284 CHF 8,049 CHF 100.00% 100.00%
18/11/2024 5.04% 0.18 CHF 0.19 CHF 198,119 50,000 197,332 50,000 38,273 CHF 10,200 CHF 100.00% 100.00%
15/11/2024 4.17% 0.23 CHF 0.24 CHF 194,697 50,000 194,425 50,000 45,685 CHF 12,250 CHF 100.00% 100.00%
14/11/2024 5.02% 0.24 CHF 0.25 CHF 194,264 50,000 197,902 50,000 39,096 CHF 10,393 CHF 99.44% 99.44%
13/11/2024 5.41% 0.17 CHF 0.18 CHF 199,458 50,000 197,965 49,519 35,734 CHF 9,436 CHF 98.88% 98.88%
12/11/2024 4.79% 0.18 CHF 0.19 CHF 197,625 50,000 195,825 50,000 40,006 CHF 10,716 CHF 100.00% 100.00%
11/11/2024 3.34% 0.26 CHF 0.27 CHF 190,415 50,000 175,319 50,000 51,557 CHF 15,226 CHF 100.00% 100.00%
08/11/2024 3.25% 0.28 CHF 0.29 CHF 188,362 25,000 170,225 25,000 51,561 CHF 7,847 CHF 87.42% 87.42%
07/11/2024 2.36% 0.40 CHF 0.41 CHF 130,000 25,000 122,265 24,740 51,619 CHF 10,702 CHF 99.06% 99.06%

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