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 0.22% 4.69 CHF 4.70 CHF 8,000 8,000 8,196 8,196 37,838 CHF 37,920 CHF 100.00% 100.00%
24/09/2024 0.23% 4.47 CHF 4.48 CHF 8,500 8,500 8,420 8,420 37,660 CHF 37,744 CHF 100.00% 100.00%
23/09/2024 0.23% 4.46 CHF 4.47 CHF 8,500 8,500 8,420 8,420 37,491 CHF 37,575 CHF 100.00% 100.00%
20/09/2024 0.23% 4.45 CHF 4.46 CHF 8,500 8,500 8,404 8,404 37,690 CHF 37,775 CHF 100.00% 100.00%
19/09/2024 0.22% 4.62 CHF 4.63 CHF 8,000 8,000 8,087 8,087 37,186 CHF 37,267 CHF 99.61% 99.61%
18/09/2024 0.23% 4.40 CHF 4.41 CHF 8,500 8,500 8,420 8,420 36,922 CHF 37,006 CHF 100.00% 100.00%
12/09/2024 0.24% 4.19 CHF 4.20 CHF 8,500 8,500 8,420 8,420 35,449 CHF 35,533 CHF 99.81% 99.81%
11/09/2024 0.25% 4.04 CHF 4.05 CHF 8,500 8,500 8,421 8,421 34,404 CHF 34,489 CHF 99.42% 99.42%
10/09/2024 0.25% 4.05 CHF 4.06 CHF 8,500 8,500 8,420 8,420 34,022 CHF 34,106 CHF 99.85% 99.85%
09/09/2024 0.25% 3.95 CHF 3.96 CHF 8,500 8,500 8,420 8,420 33,486 CHF 33,570 CHF 100.00% 100.00%

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