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 0.21% 4.90 CHF 4.91 CHF 78,000 78,000 77,700 77,700 380,315 CHF 381,093 CHF 100.00% 100.00%
24/09/2024 0.20% 4.92 CHF 4.93 CHF 78,000 78,000 76,334 76,334 379,963 CHF 380,727 CHF 98.72% 98.72%
23/09/2024 0.20% 4.90 CHF 4.91 CHF 78,000 78,000 77,490 77,490 382,349 CHF 383,124 CHF 99.35% 99.35%
20/09/2024 0.21% 4.95 CHF 4.96 CHF 78,000 78,000 77,388 77,388 378,862 CHF 379,637 CHF 100.00% 100.00%
19/09/2024 0.21% 4.88 CHF 4.89 CHF 78,000 78,000 77,600 77,600 378,189 CHF 378,966 CHF 100.00% 100.00%
18/09/2024 0.21% 4.82 CHF 4.83 CHF 79,000 79,000 79,042 79,042 374,967 CHF 375,759 CHF 100.00% 100.00%
12/09/2024 0.22% 4.73 CHF 4.74 CHF 79,000 79,000 79,351 79,351 367,630 CHF 368,424 CHF 99.98% 99.98%
11/09/2024 0.23% 4.45 CHF 4.46 CHF 82,000 82,000 81,111 81,111 363,700 CHF 364,512 CHF 99.02% 99.02%
10/09/2024 0.22% 4.43 CHF 4.44 CHF 82,000 82,000 80,020 80,020 364,971 CHF 365,772 CHF 93.95% 93.95%
09/09/2024 0.22% 4.59 CHF 4.60 CHF 80,000 80,000 79,480 79,480 365,565 CHF 366,361 CHF 98.72% 98.72%

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