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 2.78% 0.34 CHF 0.35 CHF 150,000 100,000 144,515 100,000 51,223 CHF 36,468 CHF 89.02% 89.02%
24/09/2024 2.52% 0.36 CHF 0.37 CHF 140,000 100,000 132,398 100,000 51,859 CHF 40,255 CHF 99.93% 99.93%
23/09/2024 2.94% 0.34 CHF 0.35 CHF 150,000 100,000 155,100 100,000 52,044 CHF 34,583 CHF 100.00% 100.00%
20/09/2024 2.94% 0.32 CHF 0.33 CHF 160,000 100,000 153,714 100,000 51,497 CHF 34,526 CHF 89.67% 89.67%
19/09/2024 2.84% 0.35 CHF 0.36 CHF 150,000 100,000 149,386 100,000 51,940 CHF 35,784 CHF 98.45% 98.45%
18/09/2024 3.10% 0.32 CHF 0.33 CHF 160,000 100,000 162,126 100,000 51,519 CHF 32,787 CHF 80.95% 80.95%
12/09/2024 3.41% 0.28 CHF 0.29 CHF 180,000 100,000 178,180 100,000 51,362 CHF 29,847 CHF 97.86% 97.86%
11/09/2024 3.74% 0.26 CHF 0.27 CHF 200,000 100,000 195,764 100,000 51,410 CHF 27,278 CHF 99.03% 99.03%
10/09/2024 3.66% 0.25 CHF 0.26 CHF 200,000 100,000 189,862 100,000 50,890 CHF 27,865 CHF 100.00% 100.00%
09/09/2024 3.64% 0.27 CHF 0.28 CHF 190,000 100,000 190,327 100,000 51,312 CHF 27,967 CHF 100.00% 100.00%

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