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 0.43% 2.32 CHF 2.33 CHF 600,000 250,000 600,000 250,000 1,395,080 CHF 583,782 CHF 90.44% 90.44%
24/09/2024 0.44% 2.32 CHF 2.33 CHF 600,000 250,000 600,000 250,000 1,370,760 CHF 573,649 CHF 97.25% 97.25%
23/09/2024 0.44% 2.28 CHF 2.29 CHF 600,000 250,000 600,000 250,000 1,374,370 CHF 575,152 CHF 97.13% 97.13%
20/09/2024 0.44% 2.28 CHF 2.29 CHF 600,000 250,000 600,000 250,000 1,359,710 CHF 569,045 CHF 95.75% 95.75%
19/09/2024 0.45% 2.23 CHF 2.24 CHF 600,000 250,000 600,000 250,000 1,330,980 CHF 557,075 CHF 98.91% 98.91%
18/09/2024 0.43% 2.31 CHF 2.32 CHF 600,000 250,000 600,000 250,000 1,395,040 CHF 583,767 CHF 94.56% 94.56%
12/09/2024 0.43% 2.34 CHF 2.35 CHF 600,000 250,000 600,000 250,000 1,382,890 CHF 578,702 CHF 90.75% 90.75%
11/09/2024 0.45% 2.26 CHF 2.27 CHF 600,000 250,000 600,000 250,000 1,338,110 CHF 560,047 CHF 93.70% 93.70%
10/09/2024 0.45% 2.22 CHF 2.23 CHF 600,000 250,000 600,000 250,000 1,329,990 CHF 556,663 CHF 91.52% 91.52%
09/09/2024 0.45% 2.25 CHF 2.26 CHF 600,000 250,000 600,000 250,000 1,336,300 CHF 559,290 CHF 91.70% 91.70%

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