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 1.58% 0.61 CHF 0.62 CHF 250,000 100,000 250,000 100,000 156,911 CHF 63,764 CHF 93.85% 93.85%
24/09/2024 1.55% 0.65 CHF 0.66 CHF 250,000 100,000 250,000 100,000 160,080 CHF 65,032 CHF 99.16% 99.16%
23/09/2024 1.54% 0.65 CHF 0.66 CHF 250,000 100,000 250,000 100,000 160,932 CHF 65,373 CHF 99.17% 99.17%
20/09/2024 1.53% 0.66 CHF 0.67 CHF 250,000 100,000 250,000 100,000 162,695 CHF 66,078 CHF 99.17% 99.17%
19/09/2024 1.61% 0.62 CHF 0.63 CHF 250,000 100,000 250,000 100,000 154,130 CHF 62,652 CHF 99.16% 99.16%
18/09/2024 1.59% 0.64 CHF 0.65 CHF 250,000 100,000 250,000 100,000 155,918 CHF 63,367 CHF 99.17% 99.17%
12/09/2024 1.59% 0.63 CHF 0.64 CHF 250,000 100,000 250,000 100,000 156,367 CHF 63,547 CHF 99.16% 99.16%
11/09/2024 1.56% 0.64 CHF 0.65 CHF 250,000 100,000 250,000 100,000 159,313 CHF 64,725 CHF 99.16% 99.16%
10/09/2024 1.62% 0.63 CHF 0.64 CHF 250,000 100,000 250,000 100,000 153,073 CHF 62,229 CHF 99.16% 99.16%
09/09/2024 1.68% 0.60 CHF 0.61 CHF 250,000 100,000 250,000 100,000 147,729 CHF 60,091 CHF 99.17% 99.17%

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