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 5.33% 0.18 CHF 0.19 CHF 755,000 755,000 755,000 755,000 137,908 CHF 145,458 CHF 99.50% 99.50%
24/09/2024 5.05% 0.20 CHF 0.21 CHF 716,200 716,200 716,376 716,376 138,332 CHF 145,496 CHF 99.46% 99.46%
23/09/2024 4.90% 0.20 CHF 0.21 CHF 712,700 712,700 713,612 713,612 142,140 CHF 149,276 CHF 100.00% 100.00%
20/09/2024 4.92% 0.21 CHF 0.22 CHF 814,700 814,700 757,133 757,133 150,150 CHF 157,721 CHF 100.00% 100.00%
19/09/2024 4.96% 0.20 CHF 0.21 CHF 672,400 672,400 674,596 674,596 132,602 CHF 139,347 CHF 97.77% 97.77%
18/09/2024 4.56% 0.22 CHF 0.23 CHF 748,400 748,400 748,400 748,400 160,250 CHF 167,734 CHF 100.00% 100.00%
12/09/2024 4.32% 0.23 CHF 0.24 CHF 614,700 614,700 614,370 614,370 139,389 CHF 145,536 CHF 100.00% 100.00%
11/09/2024 4.04% 0.25 CHF 0.26 CHF 619,400 619,400 619,400 619,400 150,337 CHF 156,531 CHF 100.00% 100.00%
10/09/2024 4.02% 0.25 CHF 0.26 CHF 618,100 618,100 618,100 618,100 150,597 CHF 156,778 CHF 100.00% 100.00%
09/09/2024 3.99% 0.25 CHF 0.26 CHF 557,900 557,900 557,866 557,866 137,136 CHF 142,715 CHF 100.00% 100.00%

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