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 5.66% 0.16 CHF 0.17 CHF 320,000 100,000 296,135 100,000 50,869 CHF 18,204 CHF 99.34% 99.34%
24/09/2024 5.71% 0.17 CHF 0.18 CHF 300,000 100,000 299,464 100,000 50,916 CHF 18,027 CHF 99.99% 99.99%
23/09/2024 6.92% 0.14 CHF 0.15 CHF 360,000 100,000 362,234 100,000 50,499 CHF 14,957 CHF 99.91% 99.91%
20/09/2024 6.91% 0.13 CHF 0.14 CHF 390,000 100,000 361,925 100,000 50,562 CHF 14,995 CHF 89.67% 89.67%
19/09/2024 5.75% 0.16 CHF 0.17 CHF 320,000 100,000 301,843 100,000 51,006 CHF 17,908 CHF 93.75% 93.75%
18/09/2024 6.60% 0.15 CHF 0.16 CHF 340,000 100,000 346,638 100,000 50,801 CHF 15,668 CHF 96.49% 96.49%
12/09/2024 8.35% 0.11 CHF 0.12 CHF 460,000 100,000 440,095 100,000 50,499 CHF 12,497 CHF 87.53% 87.53%
11/09/2024 8.46% 0.11 CHF 0.12 CHF 460,000 100,000 446,028 100,000 50,501 CHF 12,353 CHF 87.38% 87.38%
10/09/2024 9.75% 0.09 CHF 0.10 CHF 500,000 100,000 500,000 100,000 48,866 CHF 10,773 CHF 100.00% 100.00%
09/09/2024 9.42% 0.10 CHF 0.11 CHF 500,000 100,000 494,591 100,000 50,046 CHF 11,128 CHF 100.00% 100.00%

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