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 0.53% 1.89 CHF 1.90 CHF 200,000 200,000 199,178 199,178 378,328 CHF 380,319 CHF 100.00% 100.00%
24/09/2024 0.54% 1.89 CHF 1.90 CHF 200,000 200,000 199,343 199,343 370,873 CHF 372,866 CHF 99.73% 99.73%
23/09/2024 0.73% 1.85 CHF 1.86 CHF 200,000 200,000 180,567 180,567 337,189 CHF 339,367 CHF 100.00% 100.00%
20/09/2024 0.54% 1.85 CHF 1.86 CHF 200,000 200,000 199,502 199,502 367,407 CHF 369,402 CHF 99.75% 99.75%
19/09/2024 0.56% 1.81 CHF 1.82 CHF 205,000 205,000 204,135 204,135 366,319 CHF 368,360 CHF 97.75% 97.75%
18/09/2024 0.52% 1.89 CHF 1.90 CHF 200,000 200,000 199,176 199,176 379,486 CHF 381,477 CHF 99.94% 99.94%
12/09/2024 0.53% 1.91 CHF 1.92 CHF 200,000 200,000 199,176 199,176 375,304 CHF 377,296 CHF 100.00% 100.00%
11/09/2024 0.55% 1.84 CHF 1.85 CHF 205,000 205,000 204,059 204,059 369,890 CHF 371,932 CHF 99.99% 99.99%
10/09/2024 0.55% 1.80 CHF 1.81 CHF 205,000 205,000 204,153 204,153 367,504 CHF 369,546 CHF 99.98% 99.98%
09/09/2024 0.55% 1.83 CHF 1.84 CHF 205,000 205,000 204,155 204,155 369,221 CHF 371,263 CHF 100.00% 100.00%

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