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 2.02% 0.50 CHF 0.51 CHF 100,000 100,000 107,354 100,000 52,548 CHF 50,011 CHF 100.00% 100.00%
24/09/2024 1.85% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 53,586 CHF 54,586 CHF 99.05% 99.05%
23/09/2024 1.87% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 53,004 CHF 54,004 CHF 99.98% 99.98%
20/09/2024 1.94% 0.50 CHF 0.51 CHF 100,000 100,000 100,073 100,000 50,965 CHF 51,930 CHF 99.99% 99.99%
19/09/2024 2.17% 0.55 CHF 0.56 CHF 100,000 100,000 97,568 97,568 52,257 CHF 53,269 CHF 98.77% 98.77%
18/09/2024 1.67% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 59,370 CHF 60,370 CHF 98.41% 98.41%
12/09/2024 1.76% 0.57 CHF 0.58 CHF 100,000 100,000 99,576 99,576 57,825 CHF 58,827 CHF 99.78% 99.78%
11/09/2024 1.58% 0.64 CHF 0.65 CHF 100,000 100,000 99,544 99,544 64,547 CHF 65,549 CHF 98.40% 98.40%
10/09/2024 1.54% 0.66 CHF 0.67 CHF 100,000 100,000 100,000 100,000 64,511 CHF 65,511 CHF 100.00% 100.00%
09/09/2024 1.57% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 63,105 CHF 64,105 CHF 100.00% 100.00%

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