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
26/09/2024 2.63% 0.18 CHF 0.19 CHF 354,200 354,200 354,200 354,200 66,377 CHF 68,148 CHF 100.00% 100.00%
25/09/2024 2.51% 0.20 CHF 0.20 CHF 339,300 339,300 339,300 339,300 66,633 CHF 68,330 CHF 100.00% 100.00%
24/09/2024 2.62% 0.19 CHF 0.20 CHF 346,500 346,500 346,500 346,500 65,247 CHF 66,980 CHF 100.00% 100.00%
23/09/2024 2.43% 0.20 CHF 0.20 CHF 297,400 297,400 297,400 297,400 60,576 CHF 62,063 CHF 99.91% 99.91%
20/09/2024 2.38% 0.22 CHF 0.22 CHF 312,200 312,200 312,200 312,200 64,898 CHF 66,459 CHF 100.00% 100.00%
19/09/2024 2.48% 0.21 CHF 0.21 CHF 339,200 339,200 339,194 339,194 67,474 CHF 69,170 CHF 98.15% 98.15%
18/09/2024 2.59% 0.20 CHF 0.20 CHF 338,200 338,200 338,200 338,200 64,405 CHF 66,096 CHF 100.00% 100.00%
12/09/2024 2.40% 0.21 CHF 0.22 CHF 306,500 306,500 306,296 306,296 63,244 CHF 64,777 CHF 100.00% 100.00%
11/09/2024 2.39% 0.22 CHF 0.22 CHF 304,600 304,600 304,600 304,600 63,041 CHF 64,564 CHF 100.00% 100.00%
10/09/2024 2.38% 0.21 CHF 0.21 CHF 316,000 316,000 316,000 316,000 65,742 CHF 67,322 CHF 100.00% 100.00%

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