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 28.71% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,987,600 2,987,600 89,181 CHF 119,057 CHF 99.42% 99.42%
24/09/2024 30.66% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,987,580 2,987,580 83,043 CHF 112,919 CHF 99.47% 99.47%
23/09/2024 33.33% 0.03 CHF 0.04 CHF 3,000,000 3,000,000 2,987,630 2,987,630 74,691 CHF 104,567 CHF 100.00% 100.00%
20/09/2024 29.05% 0.03 CHF 0.04 CHF 2,489,300 2,489,300 2,459,030 2,459,030 72,708 CHF 97,298 CHF 100.00% 100.00%
19/09/2024 22.47% 0.04 CHF 0.05 CHF 2,251,500 2,251,500 2,242,000 2,242,000 88,688 CHF 111,108 CHF 97.77% 97.77%
18/09/2024 22.22% 0.04 CHF 0.05 CHF 2,285,200 2,285,200 2,275,780 2,275,780 91,031 CHF 113,789 CHF 100.00% 100.00%
12/09/2024 20.02% 0.05 CHF 0.06 CHF 2,466,500 2,466,500 2,454,660 2,454,660 110,453 CHF 135,016 CHF 100.00% 100.00%
11/09/2024 24.11% 0.04 CHF 0.05 CHF 2,517,200 2,517,200 2,552,360 2,552,360 93,382 CHF 118,906 CHF 100.00% 100.00%
10/09/2024 22.63% 0.04 CHF 0.05 CHF 2,569,100 2,569,100 2,564,750 2,564,750 100,692 CHF 126,340 CHF 100.00% 100.00%
09/09/2024 25.00% 0.04 CHF 0.05 CHF 2,947,500 2,947,500 2,924,750 2,924,750 102,366 CHF 131,614 CHF 100.00% 100.00%

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