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 0.14% 6.97 CHF 6.98 CHF 92,200 92,200 92,260 92,260 639,779 CHF 640,702 CHF 100.00% 100.00%
24/09/2024 0.14% 6.86 CHF 6.87 CHF 92,400 92,400 92,040 92,040 637,954 CHF 638,875 CHF 100.00% 100.00%
23/09/2024 0.14% 6.93 CHF 6.94 CHF 91,800 91,800 91,860 91,860 643,690 CHF 644,608 CHF 100.00% 100.00%
20/09/2024 0.14% 7.03 CHF 7.04 CHF 91,900 91,900 92,440 92,440 643,168 CHF 644,093 CHF 100.00% 100.00%
19/09/2024 0.14% 6.92 CHF 6.93 CHF 92,800 92,800 93,515 93,515 645,992 CHF 646,928 CHF 98.34% 98.34%
18/09/2024 0.15% 6.86 CHF 6.87 CHF 94,000 94,000 93,880 93,880 638,151 CHF 639,090 CHF 100.00% 100.00%
12/09/2024 0.14% 7.11 CHF 7.12 CHF 90,800 90,800 92,239 92,239 655,885 CHF 656,808 CHF 100.00% 100.00%
11/09/2024 0.15% 6.94 CHF 6.95 CHF 93,300 93,300 93,059 93,059 640,659 CHF 641,590 CHF 99.79% 99.79%
10/09/2024 0.14% 6.88 CHF 6.89 CHF 92,900 92,900 92,601 92,601 638,831 CHF 639,757 CHF 99.74% 99.74%
09/09/2024 0.14% 6.89 CHF 6.90 CHF 92,400 92,400 93,659 93,659 647,170 CHF 648,106 CHF 100.00% 100.00%

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