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 1.59% 0.60 CHF 0.61 CHF 90,000 50,000 85,476 50,000 53,315 CHF 31,726 CHF 99.53% 99.53%
24/09/2024 1.44% 0.69 CHF 0.70 CHF 80,000 50,000 80,000 50,000 55,152 CHF 34,970 CHF 100.00% 100.00%
23/09/2024 1.48% 0.68 CHF 0.69 CHF 80,000 50,000 80,000 50,000 53,813 CHF 34,133 CHF 100.00% 100.00%
20/09/2024 1.52% 0.67 CHF 0.68 CHF 80,000 50,000 80,000 50,000 52,229 CHF 33,143 CHF 90.17% 90.17%
19/09/2024 1.53% 0.65 CHF 0.66 CHF 80,000 50,000 80,000 50,000 51,859 CHF 32,912 CHF 99.39% 99.39%
18/09/2024 1.56% 0.66 CHF 0.67 CHF 80,000 50,000 80,733 50,000 51,480 CHF 32,391 CHF 98.53% 98.53%
12/09/2024 1.70% 0.58 CHF 0.59 CHF 90,000 50,000 90,000 50,000 52,644 CHF 29,747 CHF 97.95% 97.95%
11/09/2024 1.74% 0.57 CHF 0.58 CHF 90,000 50,000 90,000 50,000 51,325 CHF 29,014 CHF 98.75% 98.75%
10/09/2024 1.77% 0.57 CHF 0.58 CHF 90,000 50,000 92,206 50,000 51,682 CHF 28,545 CHF 100.00% 100.00%
09/09/2024 1.80% 0.54 CHF 0.55 CHF 100,000 50,000 97,684 50,000 53,826 CHF 28,062 CHF 100.00% 100.00%

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