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 0.20% 4.94 CHF 4.95 CHF 25,000 25,000 25,000 25,000 126,298 CHF 126,548 CHF 99.22% 99.22%
24/09/2024 0.19% 5.21 CHF 5.22 CHF 25,000 25,000 25,000 25,000 131,442 CHF 131,692 CHF 99.67% 99.67%
23/09/2024 0.20% 5.14 CHF 5.15 CHF 25,000 25,000 25,000 25,000 127,840 CHF 128,090 CHF 99.22% 99.22%
20/09/2024 0.20% 5.10 CHF 5.11 CHF 25,000 25,000 25,000 25,000 127,569 CHF 127,819 CHF 98.26% 98.26%
19/09/2024 0.19% 5.17 CHF 5.18 CHF 25,000 25,000 25,000 25,000 129,170 CHF 129,420 CHF 100.00% 100.00%
18/09/2024 0.20% 4.91 CHF 4.92 CHF 25,000 25,000 25,000 25,000 122,621 CHF 122,871 CHF 99.85% 99.85%
12/09/2024 0.21% 4.83 CHF 4.84 CHF 25,000 25,000 25,000 25,000 120,675 CHF 120,925 CHF 99.65% 99.65%
11/09/2024 0.21% 4.69 CHF 4.70 CHF 25,000 25,000 25,000 25,000 117,134 CHF 117,384 CHF 99.93% 99.93%
10/09/2024 0.21% 4.64 CHF 4.65 CHF 25,000 25,000 25,000 25,000 118,735 CHF 118,985 CHF 99.19% 99.19%
09/09/2024 0.21% 4.84 CHF 4.85 CHF 25,000 25,000 25,000 25,000 118,889 CHF 119,139 CHF 99.72% 99.72%

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