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
26/09/2024 0.53% 1.84 CHF 1.85 CHF 35,500 35,500 35,500 35,500 67,129 CHF 67,484 CHF 100.00% 100.00%
25/09/2024 0.50% 1.95 CHF 1.96 CHF 34,000 34,000 34,000 34,000 67,559 CHF 67,899 CHF 100.00% 100.00%
24/09/2024 0.52% 1.92 CHF 1.93 CHF 34,700 34,700 34,700 34,700 66,205 CHF 66,552 CHF 100.00% 100.00%
23/09/2024 0.48% 1.98 CHF 1.99 CHF 29,800 29,800 29,800 29,800 61,388 CHF 61,686 CHF 99.91% 99.91%
20/09/2024 0.47% 2.18 CHF 2.19 CHF 31,300 31,300 31,300 31,300 65,910 CHF 66,223 CHF 100.00% 100.00%
19/09/2024 0.49% 2.10 CHF 2.11 CHF 34,000 34,000 33,999 33,999 68,598 CHF 68,938 CHF 98.15% 98.15%
18/09/2024 0.52% 1.95 CHF 1.96 CHF 33,900 33,900 33,900 33,900 65,412 CHF 65,751 CHF 100.00% 100.00%
12/09/2024 0.48% 2.14 CHF 2.15 CHF 30,700 30,700 30,684 30,684 64,108 CHF 64,415 CHF 100.00% 100.00%
11/09/2024 0.47% 2.16 CHF 2.17 CHF 30,500 30,500 30,500 30,500 64,087 CHF 64,392 CHF 100.00% 100.00%
10/09/2024 0.47% 2.09 CHF 2.10 CHF 31,600 31,600 31,600 31,600 66,471 CHF 66,787 CHF 100.00% 100.00%

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