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 1.14% 0.87 CHF 0.88 CHF 1,634,700 1,634,700 1,566,560 1,566,560 1,367,060 CHF 1,382,730 CHF 99.65% 99.65%
24/09/2024 1.09% 0.89 CHF 0.90 CHF 1,557,400 1,557,400 1,542,480 1,542,480 1,401,520 CHF 1,416,950 CHF 100.00% 100.00%
23/09/2024 1.08% 0.91 CHF 0.92 CHF 1,540,600 1,540,600 1,480,710 1,480,710 1,365,350 CHF 1,380,160 CHF 100.00% 100.00%
20/09/2024 1.06% 0.94 CHF 0.95 CHF 1,472,700 1,472,700 1,397,580 1,397,580 1,310,650 CHF 1,324,630 CHF 100.00% 100.00%
19/09/2024 1.02% 0.98 CHF 0.99 CHF 1,387,400 1,387,400 1,375,760 1,375,760 1,344,590 CHF 1,358,350 CHF 98.16% 98.16%
18/09/2024 1.01% 0.99 CHF 1.00 CHF 1,374,200 1,374,200 1,385,480 1,385,480 1,370,080 CHF 1,383,930 CHF 100.00% 100.00%
12/09/2024 0.92% 1.04 CHF 1.05 CHF 1,314,000 1,314,000 1,227,040 1,227,040 1,322,950 CHF 1,335,230 CHF 100.00% 100.00%
11/09/2024 0.92% 1.09 CHF 1.10 CHF 1,216,200 1,216,200 1,213,800 1,213,800 1,314,940 CHF 1,327,080 CHF 99.78% 99.78%
10/09/2024 0.90% 1.10 CHF 1.11 CHF 1,213,500 1,213,500 1,200,100 1,200,100 1,324,040 CHF 1,336,040 CHF 99.80% 99.80%
09/09/2024 0.89% 1.12 CHF 1.13 CHF 1,198,300 1,198,300 1,214,000 1,214,000 1,358,490 CHF 1,370,630 CHF 100.00% 100.00%

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