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 0.97% 1.02 CHF 1.03 CHF 600,000 200,000 600,000 200,000 615,278 CHF 207,093 CHF 83.73% 83.73%
24/09/2024 0.97% 1.03 CHF 1.04 CHF 600,000 200,000 600,000 200,000 617,972 CHF 207,991 CHF 85.55% 85.55%
23/09/2024 0.94% 1.07 CHF 1.08 CHF 600,000 200,000 600,000 200,000 633,940 CHF 213,313 CHF 85.42% 85.42%
20/09/2024 0.94% 1.06 CHF 1.07 CHF 600,000 200,000 600,000 200,000 636,249 CHF 214,083 CHF 94.49% 94.49%
19/09/2024 1.00% 0.98 CHF 0.99 CHF 600,000 200,000 600,000 200,000 595,206 CHF 200,402 CHF 87.78% 87.78%
18/09/2024 0.97% 1.03 CHF 1.04 CHF 600,000 200,000 600,000 200,000 618,588 CHF 208,196 CHF 74.73% 74.73%
12/09/2024 0.93% 1.05 CHF 1.06 CHF 600,000 200,000 600,000 200,000 640,062 CHF 215,354 CHF 89.16% 89.16%
11/09/2024 0.90% 1.10 CHF 1.11 CHF 600,000 200,000 600,000 200,000 665,382 CHF 223,794 CHF 90.58% 90.58%
10/09/2024 0.89% 1.13 CHF 1.14 CHF 600,000 200,000 600,000 200,000 669,127 CHF 225,042 CHF 80.47% 80.47%
09/09/2024 0.90% 1.08 CHF 1.09 CHF 600,000 200,000 600,000 200,000 664,521 CHF 223,507 CHF 97.01% 97.01%

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