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 25.63% 0.04 CHF 0.05 CHF 750,000 250,000 750,000 250,000 25,674 CHF 11,058 CHF 99.17% 99.17%
19/11/2024 32.49% 0.03 CHF 0.04 CHF 750,000 250,000 750,000 250,000 19,753 CHF 9,084 CHF 99.16% 99.16%
18/11/2024 20.62% 0.04 CHF 0.05 CHF 750,000 250,000 732,150 244,050 32,197 CHF 13,173 CHF 99.23% 99.23%
15/11/2024 10.79% 0.07 CHF 0.08 CHF 600,000 200,000 465,787 155,262 41,128 CHF 15,262 CHF 99.17% 99.17%
14/11/2024 7.33% 0.13 CHF 0.14 CHF 450,000 150,000 433,493 144,498 56,901 CHF 20,412 CHF 99.15% 99.15%
13/11/2024 6.65% 0.14 CHF 0.15 CHF 300,000 100,000 300,000 100,000 43,712 CHF 15,571 CHF 99.16% 99.16%
12/11/2024 6.12% 0.15 CHF 0.16 CHF 300,000 100,000 300,000 100,000 47,655 CHF 16,885 CHF 99.16% 99.16%
11/11/2024 5.83% 0.17 CHF 0.18 CHF 300,000 100,000 300,000 100,000 50,007 CHF 17,669 CHF 99.17% 99.17%
08/11/2024 4.92% 0.17 CHF 0.18 CHF 300,000 100,000 300,000 100,000 59,619 CHF 20,873 CHF 99.17% 99.17%
07/11/2024 3.98% 0.24 CHF 0.25 CHF 225,000 75,000 225,009 75,003 55,441 CHF 19,230 CHF 98.26% 98.26%

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