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 66.67% 0.01 CHF 0.02 CHF 750,000 250,000 750,000 250,000 7,500 CHF 5,000 CHF 99.16% 99.16%
19/11/2024 66.67% 0.01 CHF 0.02 CHF 750,000 250,000 750,000 250,000 7,500 CHF 5,000 CHF 99.16% 99.16%
18/11/2024 65.66% 0.01 CHF 0.02 CHF 750,000 250,000 750,000 250,000 7,784 CHF 5,095 CHF 99.22% 99.22%
15/11/2024 39.86% 0.02 CHF 0.03 CHF 750,000 250,000 750,000 250,000 15,094 CHF 7,531 CHF 99.17% 99.17%
14/11/2024 42.31% 0.02 CHF 0.03 CHF 750,000 250,000 750,000 250,000 14,422 CHF 7,307 CHF 97.47% 97.47%
13/11/2024 18.09% 0.04 CHF 0.05 CHF 750,000 250,000 750,000 250,000 38,318 CHF 15,273 CHF 99.16% 99.16%
12/11/2024 13.68% 0.06 CHF 0.07 CHF 750,000 250,000 750,000 250,000 51,241 CHF 19,580 CHF 99.16% 99.16%
11/11/2024 9.89% 0.09 CHF 0.10 CHF 600,000 200,000 600,000 200,000 57,821 CHF 21,274 CHF 99.16% 99.16%
08/11/2024 10.67% 0.09 CHF 0.10 CHF 600,000 200,000 652,073 217,358 58,681 CHF 21,734 CHF 99.17% 99.17%
07/11/2024 5.46% 0.17 CHF 0.18 CHF 450,000 150,000 450,000 150,000 80,407 CHF 28,302 CHF 97.86% 97.86%

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