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
25/11/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,602 250,000 9,926 CHF 5,000 CHF 98.39% 98.39%
22/11/2024 64.78% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,567 CHF 5,142 CHF 99.81% 99.81%
20/11/2024 39.52% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,362 CHF 7,591 CHF 99.80% 99.80%
19/11/2024 50.97% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 14,710 CHF 6,178 CHF 99.71% 99.71%
18/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,480 250,000 14,902 CHF 6,250 CHF 99.69% 99.69%
15/11/2024 46.41% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 16,794 CHF 6,698 CHF 99.80% 99.80%
14/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,000 CHF 7,500 CHF 99.80% 99.80%
13/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,001 CHF 7,500 CHF 99.80% 99.80%
12/11/2024 41.68% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,283 250,000 19,044 CHF 7,290 CHF 99.49% 99.49%
11/11/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,186 250,000 19,864 CHF 7,500 CHF 99.71% 99.71%

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