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 0.35% 5.67 CHF 5.69 CHF 59,000 59,000 59,679 59,679 337,032 CHF 338,225 CHF 99.50% 99.50%
24/09/2024 0.36% 5.55 CHF 5.57 CHF 60,000 60,000 60,017 60,017 336,602 CHF 337,802 CHF 99.45% 99.45%
23/09/2024 0.36% 5.57 CHF 5.59 CHF 60,000 60,000 60,268 60,268 335,744 CHF 336,950 CHF 100.00% 100.00%
20/09/2024 0.35% 5.58 CHF 5.60 CHF 60,000 60,000 59,999 59,999 337,579 CHF 338,779 CHF 100.00% 100.00%
19/09/2024 0.35% 5.74 CHF 5.76 CHF 59,000 59,000 59,113 59,113 338,089 CHF 339,272 CHF 97.77% 97.77%
18/09/2024 0.36% 5.52 CHF 5.54 CHF 61,000 61,000 60,711 60,711 335,161 CHF 336,375 CHF 100.00% 100.00%
12/09/2024 0.38% 5.27 CHF 5.29 CHF 62,000 62,000 62,217 62,217 328,685 CHF 329,929 CHF 100.00% 100.00%
11/09/2024 0.38% 5.15 CHF 5.17 CHF 63,000 63,000 62,999 62,999 327,905 CHF 329,166 CHF 100.00% 100.00%
10/09/2024 0.38% 5.23 CHF 5.25 CHF 63,000 63,000 62,898 62,898 329,008 CHF 330,266 CHF 100.00% 100.00%
09/09/2024 0.38% 5.19 CHF 5.21 CHF 63,000 63,000 63,000 63,000 327,805 CHF 329,065 CHF 100.00% 100.00%

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