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
17/10/2024 0.30% 3.27 CHF 3.28 CHF 20,000 20,000 20,000 20,000 65,697 CHF 65,897 CHF 99.75% 99.75%
16/10/2024 0.31% 3.29 CHF 3.30 CHF 20,000 20,000 20,000 20,000 65,107 CHF 65,307 CHF 98.60% 98.60%
15/10/2024 0.30% 3.32 CHF 3.33 CHF 20,000 20,000 20,000 20,000 66,444 CHF 66,644 CHF 100.00% 100.00%
14/10/2024 0.30% 3.28 CHF 3.29 CHF 20,000 20,000 20,000 20,000 65,528 CHF 65,728 CHF 99.74% 99.74%
11/10/2024 0.31% 3.29 CHF 3.30 CHF 20,000 20,000 20,000 20,000 65,249 CHF 65,449 CHF 94.28% 94.28%
10/10/2024 0.30% 3.31 CHF 3.32 CHF 20,000 20,000 20,000 20,000 65,918 CHF 66,118 CHF 96.00% 96.00%
09/10/2024 0.31% 3.27 CHF 3.28 CHF 20,000 20,000 20,000 20,000 65,157 CHF 65,357 CHF 99.84% 99.84%
08/10/2024 0.31% 3.26 CHF 3.27 CHF 20,000 20,000 20,000 20,000 64,733 CHF 64,933 CHF 99.72% 99.72%
07/10/2024 0.30% 3.25 CHF 3.24 CHF 20,000 20,000 21,481 21,481 70,262 CHF 70,477 CHF 98.15% 100.00%
04/10/2024 0.31% 3.31 CHF 3.27 CHF 40,000 40,000 38,491 38,491 125,431 CHF 125,816 CHF 1.28% 100.00%

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