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 4.61% 0.17 CHF 0.18 CHF 900,000 300,000 894,206 298,069 190,475 CHF 66,472 CHF 99.08% 99.08%
19/11/2024 5.79% 0.23 CHF 0.24 CHF 750,000 250,000 907,897 308,986 153,515 CHF 55,165 CHF 88.40% 88.40%
18/11/2024 7.17% 0.14 CHF 0.15 CHF 1,000,000 400,000 1,000,000 400,000 134,886 CHF 57,955 CHF 97.32% 97.32%
15/11/2024 6.65% 0.12 CHF 0.13 CHF 1,000,000 400,000 986,311 386,311 145,635 CHF 60,697 CHF 91.86% 91.86%
14/11/2024 2.98% 0.35 CHF 0.36 CHF 750,000 250,000 750,000 250,000 248,348 CHF 85,283 CHF 99.00% 99.00%
13/11/2024 4.22% 0.31 CHF 0.32 CHF 750,000 250,000 861,711 287,237 200,893 CHF 69,837 CHF 98.72% 98.72%
12/11/2024 3.93% 0.23 CHF 0.24 CHF 900,000 300,000 755,304 251,768 188,652 CHF 65,402 CHF 99.29% 99.29%
11/11/2024 3.45% 0.26 CHF 0.27 CHF 750,000 250,000 750,000 250,000 214,391 CHF 73,964 CHF 99.33% 99.33%
08/11/2024 3.25% 0.35 CHF 0.36 CHF 750,000 250,000 750,000 250,000 228,294 CHF 78,598 CHF 98.17% 98.17%
07/11/2024 4.39% 0.23 CHF 0.24 CHF 750,000 250,000 803,162 267,721 179,046 CHF 62,359 CHF 97.33% 97.33%

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