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 2.25% 0.44 CHF 0.45 CHF 173,000 173,000 168,389 168,389 73,939 CHF 75,623 CHF 100.00% 100.00%
24/09/2024 2.24% 0.44 CHF 0.45 CHF 173,000 173,000 168,492 168,492 74,219 CHF 75,904 CHF 100.00% 100.00%
23/09/2024 1.99% 0.49 CHF 0.50 CHF 181,000 181,000 178,785 178,785 89,126 CHF 90,914 CHF 100.00% 100.00%
20/09/2024 2.01% 0.50 CHF 0.51 CHF 185,000 185,000 177,056 177,056 87,087 CHF 88,858 CHF 99.99% 99.99%
19/09/2024 2.15% 0.47 CHF 0.48 CHF 181,000 181,000 173,439 173,439 79,754 CHF 81,489 CHF 97.87% 97.87%
18/09/2024 1.98% 0.50 CHF 0.51 CHF 185,000 185,000 181,519 181,519 90,629 CHF 92,444 CHF 99.19% 99.19%
12/09/2024 1.93% 0.52 CHF 0.53 CHF 189,000 189,000 184,200 184,200 94,626 CHF 96,468 CHF 100.00% 100.00%
11/09/2024 1.88% 0.53 CHF 0.54 CHF 197,000 197,000 188,541 188,541 99,328 CHF 101,214 CHF 100.00% 100.00%
10/09/2024 1.88% 0.53 CHF 0.54 CHF 197,000 197,000 188,402 188,402 99,082 CHF 100,966 CHF 99.75% 99.75%
09/09/2024 1.92% 0.52 CHF 0.53 CHF 193,000 193,000 186,332 186,332 96,304 CHF 98,168 CHF 100.00% 100.00%

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