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 20.02% 0.05 CHF 0.06 CHF 1,000,000 250,000 994,783 250,000 44,718 CHF 13,738 CHF 99.38% 99.38%
19/11/2024 22.21% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,038 CHF 12,510 CHF 99.27% 99.27%
18/11/2024 20.49% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 262,833 43,942 CHF 14,237 CHF 99.30% 99.30%
15/11/2024 17.16% 0.05 CHF 0.06 CHF 1,000,000 500,000 943,643 481,215 50,294 CHF 30,474 CHF 99.39% 99.39%
14/11/2024 18.26% 0.05 CHF 0.06 CHF 1,000,000 500,000 996,134 488,720 49,592 CHF 29,246 CHF 99.35% 99.35%
13/11/2024 18.01% 0.05 CHF 0.06 CHF 1,000,000 500,000 988,219 496,071 49,954 CHF 30,041 CHF 99.38% 99.38%
12/11/2024 18.20% 0.05 CHF 0.06 CHF 1,000,000 500,000 989,146 491,112 49,417 CHF 29,451 CHF 99.09% 99.09%
11/11/2024 17.46% 0.06 CHF 0.07 CHF 925,000 475,000 954,258 463,268 49,962 CHF 29,014 CHF 99.30% 99.30%
08/11/2024 20.73% 0.05 CHF 0.06 CHF 1,000,000 500,000 993,251 284,345 43,156 CHF 15,336 CHF 99.39% 99.39%
07/11/2024 17.97% 0.05 CHF 0.06 CHF 1,000,000 500,000 967,809 436,853 49,135 CHF 26,847 CHF 99.27% 99.27%

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