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 0.97% 1.58 CHF 1.59 CHF 146,000 146,000 64,939 64,939 103,759 CHF 104,605 CHF 99.73% 99.73%
24/09/2024 0.95% 1.62 CHF 1.63 CHF 145,000 145,000 63,878 63,878 105,048 CHF 105,877 CHF 99.54% 99.54%
23/09/2024 0.94% 1.67 CHF 1.68 CHF 143,000 143,000 64,168 64,168 106,062 CHF 106,894 CHF 99.59% 99.59%
20/09/2024 0.94% 1.63 CHF 1.64 CHF 144,000 144,000 64,179 64,179 105,330 CHF 106,163 CHF 99.78% 99.78%
19/09/2024 0.91% 1.62 CHF 1.63 CHF 145,000 145,000 64,397 64,397 108,651 CHF 109,483 CHF 97.94% 97.94%
18/09/2024 0.90% 1.68 CHF 1.69 CHF 143,000 143,000 63,829 63,829 108,780 CHF 109,608 CHF 99.86% 99.86%
12/09/2024 0.95% 1.61 CHF 1.62 CHF 145,000 145,000 64,719 64,719 104,719 CHF 105,559 CHF 100.00% 100.00%
11/09/2024 0.97% 1.54 CHF 1.55 CHF 147,000 147,000 65,721 65,721 103,799 CHF 104,654 CHF 99.97% 99.97%
10/09/2024 0.96% 1.59 CHF 1.60 CHF 146,000 146,000 65,361 65,361 104,511 CHF 105,363 CHF 99.50% 99.50%
09/09/2024 1.00% 1.59 CHF 1.60 CHF 146,000 146,000 65,077 65,077 101,238 CHF 102,088 CHF 99.83% 99.83%

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