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 10.48% 0.11 CHF 0.12 CHF 60,000 60,000 58,436 58,436 6,347 CHF 7,048 CHF 100.00% 100.00%
19/11/2024 10.39% 0.11 CHF 0.12 CHF 60,000 60,000 58,435 58,435 6,399 CHF 7,100 CHF 100.00% 100.00%
18/11/2024 10.94% 0.11 CHF 0.12 CHF 60,000 60,000 58,438 58,438 6,062 CHF 6,763 CHF 100.00% 100.00%
15/11/2024 12.49% 0.09 CHF 0.11 CHF 60,000 60,000 58,436 58,436 5,292 CHF 5,993 CHF 100.00% 100.00%
14/11/2024 14.06% 0.08 CHF 0.09 CHF 60,000 60,000 58,426 58,426 4,644 CHF 5,345 CHF 99.36% 99.36%
13/11/2024 13.10% 0.08 CHF 0.09 CHF 60,000 60,000 58,437 58,437 5,003 CHF 5,704 CHF 100.00% 100.00%
12/11/2024 12.91% 0.08 CHF 0.09 CHF 60,000 60,000 59,464 59,464 5,181 CHF 5,894 CHF 68.32% 100.00%
11/11/2024 10.63% 0.10 CHF 0.11 CHF 60,000 60,000 58,435 58,435 6,248 CHF 6,949 CHF 99.93% 99.93%
08/11/2024 8.69% 0.12 CHF 0.13 CHF 60,000 60,000 58,435 58,435 7,761 CHF 8,462 CHF 100.00% 100.00%
07/11/2024 6.08% 0.20 CHF 0.21 CHF 60,000 60,000 58,413 58,413 11,208 CHF 11,909 CHF 98.53% 98.53%

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