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 0.58% 1.71 CHF 1.72 CHF 52,000 52,000 50,646 50,646 86,905 CHF 87,412 CHF 100.00% 100.00%
24/09/2024 0.59% 1.70 CHF 1.71 CHF 52,000 52,000 50,830 50,830 85,524 CHF 86,032 CHF 100.00% 100.00%
23/09/2024 0.73% 1.43 CHF 1.44 CHF 55,000 55,000 54,233 54,233 74,065 CHF 74,607 CHF 100.00% 100.00%
20/09/2024 0.69% 1.41 CHF 1.42 CHF 55,000 55,000 53,568 53,568 77,680 CHF 78,216 CHF 100.00% 100.00%
19/09/2024 0.65% 1.50 CHF 1.51 CHF 54,000 54,000 52,739 52,739 80,701 CHF 81,228 CHF 98.11% 98.11%
18/09/2024 0.75% 1.34 CHF 1.35 CHF 56,000 56,000 55,154 55,154 73,541 CHF 74,092 CHF 99.19% 99.19%
12/09/2024 0.76% 1.31 CHF 1.32 CHF 57,000 57,000 55,515 55,515 72,645 CHF 73,201 CHF 100.00% 100.00%
11/09/2024 0.84% 1.19 CHF 1.20 CHF 58,000 58,000 57,056 57,056 67,589 CHF 68,160 CHF 100.00% 100.00%
10/09/2024 0.90% 1.11 CHF 1.12 CHF 59,000 59,000 57,661 57,661 64,108 CHF 64,685 CHF 99.75% 99.75%
09/09/2024 0.88% 1.13 CHF 1.14 CHF 59,000 59,000 57,463 57,463 65,339 CHF 65,914 CHF 100.00% 100.00%

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