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 0.54% 1.77 CHF 1.78 CHF 87,000 87,000 86,268 86,268 157,939 CHF 158,802 CHF 100.00% 100.00%
24/09/2024 0.52% 1.92 CHF 1.93 CHF 84,000 84,000 84,050 84,050 162,727 CHF 163,567 CHF 100.00% 100.00%
23/09/2024 0.53% 1.88 CHF 1.89 CHF 85,000 85,000 84,922 84,922 158,383 CHF 159,232 CHF 100.00% 100.00%
20/09/2024 0.54% 1.86 CHF 1.87 CHF 85,000 85,000 85,002 85,002 157,922 CHF 158,772 CHF 100.00% 100.00%
19/09/2024 0.53% 1.89 CHF 1.90 CHF 85,000 85,000 84,673 84,673 160,054 CHF 160,900 CHF 98.11% 98.11%
18/09/2024 0.56% 1.77 CHF 1.78 CHF 87,000 87,000 86,964 86,964 153,592 CHF 154,462 CHF 99.19% 99.19%
12/09/2024 0.58% 1.73 CHF 1.74 CHF 87,000 87,000 87,393 87,393 150,921 CHF 151,795 CHF 100.00% 100.00%
11/09/2024 0.60% 1.66 CHF 1.67 CHF 89,000 89,000 88,980 88,980 147,915 CHF 148,805 CHF 100.00% 100.00%
10/09/2024 0.59% 1.64 CHF 1.65 CHF 89,000 89,000 88,339 88,339 149,637 CHF 150,520 CHF 99.75% 99.75%
09/09/2024 0.59% 1.74 CHF 1.75 CHF 88,000 88,000 88,153 88,153 149,509 CHF 150,390 CHF 100.00% 100.00%

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