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 0.85% 1.19 CHF 1.20 CHF 44,000 44,000 43,587 43,587 51,560 CHF 51,996 CHF 100.00% 100.00%
24/09/2024 0.84% 1.20 CHF 1.21 CHF 44,000 44,000 43,572 43,572 52,411 CHF 52,847 CHF 100.00% 100.00%
23/09/2024 0.87% 1.17 CHF 1.18 CHF 44,000 44,000 43,264 43,264 50,141 CHF 50,574 CHF 100.00% 100.00%
20/09/2024 0.83% 1.21 CHF 1.22 CHF 44,000 44,000 43,631 43,631 53,242 CHF 53,678 CHF 100.00% 100.00%
19/09/2024 0.93% 1.10 CHF 1.11 CHF 43,000 43,000 42,597 42,597 46,101 CHF 46,527 CHF 100.00% 100.00%
18/09/2024 0.80% 1.19 CHF 1.20 CHF 44,000 44,000 43,504 43,504 54,482 CHF 54,917 CHF 100.00% 100.00%
12/09/2024 0.92% 1.08 CHF 1.09 CHF 43,000 43,000 42,538 42,538 46,394 CHF 46,820 CHF 99.78% 99.78%
11/09/2024 0.92% 1.08 CHF 1.09 CHF 42,000 42,000 42,212 42,212 46,185 CHF 46,608 CHF 99.99% 99.99%
10/09/2024 0.99% 1.07 CHF 1.08 CHF 42,000 42,000 41,588 41,588 42,165 CHF 42,581 CHF 98.83% 98.83%
09/09/2024 0.91% 1.10 CHF 1.11 CHF 43,000 43,000 42,548 42,548 46,862 CHF 47,287 CHF 100.00% 100.00%

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