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 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,802 250,000 29,784 CHF 10,000 CHF 99.38% 99.38%
19/11/2024 28.55% 0.03 CHF 0.04 CHF 1,000,000 250,000 981,466 250,000 29,468 CHF 10,006 CHF 99.09% 99.09%
18/11/2024 27.13% 0.03 CHF 0.04 CHF 1,000,000 250,000 996,759 250,000 31,910 CHF 10,506 CHF 99.27% 99.27%
15/11/2024 24.85% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,530 250,000 35,044 CHF 11,318 CHF 99.39% 99.39%
14/11/2024 20.87% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,971 271,690 42,947 CHF 14,597 CHF 99.35% 99.35%
13/11/2024 18.54% 0.05 CHF 0.06 CHF 1,000,000 500,000 994,310 451,045 48,739 CHF 26,769 CHF 99.37% 99.37%
12/11/2024 17.86% 0.05 CHF 0.06 CHF 1,000,000 500,000 976,301 490,977 49,805 CHF 29,962 CHF 99.05% 99.05%
11/11/2024 16.46% 0.06 CHF 0.07 CHF 850,000 425,000 907,492 464,166 50,621 CHF 30,527 CHF 99.21% 99.21%
08/11/2024 18.88% 0.06 CHF 0.07 CHF 925,000 475,000 987,142 372,404 47,574 CHF 22,112 CHF 99.39% 99.39%
07/11/2024 25.22% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,495 250,000 34,495 CHF 11,172 CHF 99.27% 99.27%

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