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 6.37% 0.16 CHF 0.17 CHF 166,900 166,900 166,693 166,693 25,356 CHF 27,023 CHF 100.00% 100.00%
24/09/2024 6.38% 0.15 CHF 0.16 CHF 174,600 174,600 173,885 173,885 26,375 CHF 28,114 CHF 99.75% 99.75%
23/09/2024 6.59% 0.14 CHF 0.16 CHF 177,500 177,500 177,541 177,541 26,046 CHF 27,821 CHF 99.95% 99.95%
20/09/2024 7.10% 0.14 CHF 0.16 CHF 171,700 171,700 174,178 174,178 23,696 CHF 25,437 CHF 99.91% 99.91%
19/09/2024 6.60% 0.15 CHF 0.16 CHF 172,200 172,200 172,200 172,200 25,244 CHF 26,966 CHF 98.19% 98.19%
18/09/2024 6.55% 0.15 CHF 0.16 CHF 176,200 176,200 176,395 176,395 26,037 CHF 27,801 CHF 99.97% 99.97%
12/09/2024 8.62% 0.12 CHF 0.13 CHF 229,600 229,600 230,178 230,178 25,599 CHF 27,902 CHF 100.00% 100.00%
11/09/2024 8.78% 0.11 CHF 0.12 CHF 226,000 226,000 227,179 227,179 24,763 CHF 27,035 CHF 100.00% 100.00%
10/09/2024 8.47% 0.11 CHF 0.12 CHF 225,900 225,900 226,239 226,239 25,576 CHF 27,838 CHF 100.00% 100.00%
09/09/2024 8.77% 0.11 CHF 0.12 CHF 254,300 254,300 256,330 256,330 27,945 CHF 30,508 CHF 100.00% 100.00%

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