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
25/09/2024 0.30% 133.40 CHF 133.80 CHF 800 800 797 797 105,909 CHF 106,228 CHF 100.00% 100.00%
24/09/2024 0.31% 132.20 CHF 132.60 CHF 800 800 797 797 104,242 CHF 104,560 CHF 99.58% 99.58%
23/09/2024 0.30% 135.60 CHF 136.00 CHF 800 800 797 797 106,443 CHF 106,762 CHF 99.96% 99.96%
20/09/2024 0.31% 131.60 CHF 132.00 CHF 900 900 896 896 115,613 CHF 115,971 CHF 99.91% 99.91%
19/09/2024 0.34% 122.80 CHF 123.20 CHF 900 900 896 896 106,258 CHF 106,617 CHF 98.18% 98.18%
18/09/2024 0.33% 120.00 CHF 120.40 CHF 900 900 896 896 108,780 CHF 109,138 CHF 99.97% 99.97%
12/09/2024 0.31% 131.60 CHF 132.00 CHF 800 800 807 807 104,388 CHF 104,711 CHF 99.99% 99.99%
11/09/2024 0.31% 125.40 CHF 125.80 CHF 900 900 896 896 113,717 CHF 114,076 CHF 100.00% 100.00%
10/09/2024 0.31% 127.00 CHF 127.40 CHF 800 800 797 797 103,114 CHF 103,433 CHF 100.00% 100.00%
09/09/2024 0.30% 133.00 CHF 133.40 CHF 800 800 800 800 106,135 CHF 106,455 CHF 100.00% 100.00%

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