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 1.68% 0.59 CHF 0.60 CHF 173,000 173,000 168,389 168,389 99,188 CHF 100,872 CHF 100.00% 100.00%
24/09/2024 1.68% 0.59 CHF 0.60 CHF 173,000 173,000 168,492 168,492 99,470 CHF 101,155 CHF 100.00% 100.00%
23/09/2024 1.53% 0.64 CHF 0.65 CHF 181,000 181,000 178,784 178,784 115,866 CHF 117,654 CHF 100.00% 100.00%
20/09/2024 1.55% 0.65 CHF 0.66 CHF 185,000 185,000 177,055 177,055 113,379 CHF 115,150 CHF 100.00% 100.00%
19/09/2024 1.63% 0.62 CHF 0.63 CHF 181,000 181,000 173,441 173,441 105,426 CHF 107,160 CHF 97.87% 97.87%
18/09/2024 1.53% 0.64 CHF 0.65 CHF 185,000 185,000 181,520 181,520 117,375 CHF 119,190 CHF 99.19% 99.19%
12/09/2024 1.50% 0.66 CHF 0.67 CHF 189,000 189,000 184,199 184,199 121,921 CHF 123,763 CHF 100.00% 100.00%
11/09/2024 1.48% 0.68 CHF 0.69 CHF 197,000 197,000 188,536 188,536 127,026 CHF 128,913 CHF 100.00% 100.00%
10/09/2024 1.47% 0.68 CHF 0.69 CHF 197,000 197,000 188,404 188,404 126,850 CHF 128,734 CHF 99.75% 99.75%
09/09/2024 1.50% 0.67 CHF 0.68 CHF 193,000 193,000 186,330 186,330 123,186 CHF 125,050 CHF 100.00% 100.00%

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