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 57.91% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,941 250,000 12,520 CHF 5,656 CHF 99.37% 99.37%
19/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 995,256 250,000 14,929 CHF 6,250 CHF 99.26% 99.26%
18/11/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,000 CHF 6,250 CHF 99.31% 99.31%
15/11/2024 43.92% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,582 250,000 17,913 CHF 7,010 CHF 99.39% 99.39%
14/11/2024 47.53% 0.02 CHF 0.03 CHF 1,000,000 250,000 993,951 250,000 16,146 CHF 6,559 CHF 99.37% 99.37%
13/11/2024 42.42% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,330 250,000 18,685 CHF 7,200 CHF 99.38% 99.38%
12/11/2024 34.65% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,660 250,000 23,876 CHF 8,502 CHF 99.10% 99.10%
11/11/2024 32.78% 0.03 CHF 0.04 CHF 1,000,000 250,000 996,410 250,000 25,494 CHF 8,896 CHF 99.28% 99.28%
08/11/2024 32.45% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,947 CHF 8,987 CHF 99.38% 99.38%
07/11/2024 22.01% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,571 250,000 40,387 CHF 12,652 CHF 99.27% 99.27%

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