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 69.14% 0.01 CHF 0.03 CHF 500,000 100,000 500,000 100,000 7,572 CHF 3,000 CHF 100.00% 100.00%
19/11/2024 62.81% 0.01 CHF 0.03 CHF 500,000 100,000 500,000 100,000 8,360 CHF 3,117 CHF 100.00% 100.00%
18/11/2024 65.15% 0.02 CHF 0.03 CHF 500,000 100,000 500,000 88,973 8,272 CHF 2,779 CHF 100.00% 100.00%
15/11/2024 69.49% 0.01 CHF 0.03 CHF 500,000 100,000 500,000 100,000 8,197 CHF 3,295 CHF 99.99% 99.99%
14/11/2024 61.80% 0.02 CHF 0.04 CHF 500,000 100,000 500,000 100,000 10,000 CHF 3,817 CHF 99.52% 99.52%
13/11/2024 56.01% 0.02 CHF 0.04 CHF 500,000 100,000 500,000 99,147 11,428 CHF 3,972 CHF 99.32% 99.32%
12/11/2024 28.57% 0.03 CHF 0.04 CHF 500,000 100,000 500,000 100,000 15,000 CHF 4,000 CHF 100.00% 100.00%
11/11/2024 49.27% 0.03 CHF 0.05 CHF 500,000 100,000 500,000 100,000 15,131 CHF 5,000 CHF 100.00% 100.00%
08/11/2024 47.03% 0.03 CHF 0.05 CHF 500,000 100,000 500,000 100,000 15,000 CHF 4,862 CHF 100.00% 100.00%
07/11/2024 45.50% 0.03 CHF 0.05 CHF 500,000 100,000 500,000 97,408 15,893 CHF 4,874 CHF 99.13% 99.13%

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