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 48.51% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,671 250,000 15,635 CHF 6,436 CHF 99.39% 99.39%
19/11/2024 42.37% 0.02 CHF 0.03 CHF 1,000,000 250,000 981,600 250,000 18,446 CHF 7,204 CHF 99.07% 99.07%
18/11/2024 37.89% 0.02 CHF 0.03 CHF 1,000,000 250,000 996,974 250,000 21,545 CHF 7,905 CHF 99.27% 99.27%
15/11/2024 32.38% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,531 250,000 25,904 CHF 9,016 CHF 99.39% 99.39%
14/11/2024 20.18% 0.04 CHF 0.05 CHF 1,000,000 250,000 952,190 383,642 44,306 CHF 22,840 CHF 99.34% 99.34%
13/11/2024 15.71% 0.06 CHF 0.07 CHF 850,000 425,000 862,197 436,962 50,598 CHF 30,004 CHF 99.38% 99.38%
12/11/2024 13.15% 0.06 CHF 0.07 CHF 850,000 425,000 711,584 372,219 50,517 CHF 30,273 CHF 99.05% 99.05%
11/11/2024 10.67% 0.10 CHF 0.11 CHF 500,000 500,000 565,872 319,399 50,278 CHF 31,894 CHF 99.22% 99.22%

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