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 1.42% 0.69 CHF 0.70 CHF 52,000 52,000 50,646 50,646 35,388 CHF 35,894 CHF 100.00% 100.00%
24/09/2024 1.49% 0.68 CHF 0.69 CHF 52,000 52,000 50,830 50,830 33,844 CHF 34,352 CHF 100.00% 100.00%
23/09/2024 2.82% 0.41 CHF 0.42 CHF 55,000 55,000 54,233 54,233 19,062 CHF 19,604 CHF 100.00% 100.00%
20/09/2024 2.25% 0.40 CHF 0.41 CHF 55,000 55,000 53,568 53,568 23,565 CHF 24,101 CHF 100.00% 100.00%
19/09/2024 1.89% 0.50 CHF 0.51 CHF 54,000 54,000 52,738 52,738 27,652 CHF 28,179 CHF 98.11% 98.11%
18/09/2024 2.95% 0.34 CHF 0.35 CHF 56,000 56,000 55,154 55,154 18,434 CHF 18,985 CHF 99.19% 99.19%
12/09/2024 3.17% 0.31 CHF 0.32 CHF 57,000 57,000 55,515 55,515 17,291 CHF 17,846 CHF 99.99% 99.99%
11/09/2024 5.03% 0.21 CHF 0.22 CHF 58,000 58,000 57,052 57,052 11,101 CHF 11,672 CHF 100.00% 100.00%
10/09/2024 7.89% 0.12 CHF 0.13 CHF 59,000 59,000 57,661 57,661 7,095 CHF 7,672 CHF 99.75% 99.75%
09/09/2024 6.65% 0.14 CHF 0.16 CHF 59,000 59,000 57,463 57,463 8,370 CHF 8,944 CHF 100.00% 100.00%

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