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 0.12% 8.86 CHF 8.87 CHF 25,000 25,000 25,000 25,000 215,839 CHF 216,089 CHF 62.90% 62.90%
24/09/2024 0.12% 8.21 CHF 8.22 CHF 25,000 25,000 25,000 25,000 209,772 CHF 210,022 CHF 99.05% 99.05%
23/09/2024 0.12% 8.34 CHF 8.35 CHF 25,000 25,000 25,000 25,000 207,469 CHF 207,719 CHF 98.60% 98.60%
20/09/2024 0.12% 8.05 CHF 8.06 CHF 25,000 25,000 25,000 25,000 200,726 CHF 200,976 CHF 97.65% 97.65%
19/09/2024 0.13% 7.98 CHF 7.99 CHF 25,000 25,000 25,000 25,000 197,416 CHF 197,666 CHF 99.39% 99.39%
18/09/2024 0.13% 7.58 CHF 7.59 CHF 25,000 25,000 25,000 25,000 190,412 CHF 190,662 CHF 99.25% 99.25%
12/09/2024 0.12% 8.20 CHF 8.21 CHF 25,000 25,000 25,000 25,000 202,014 CHF 202,264 CHF 99.01% 99.01%
11/09/2024 0.13% 7.65 CHF 7.66 CHF 25,000 25,000 25,000 25,000 192,496 CHF 192,746 CHF 99.27% 99.27%
10/09/2024 0.13% 7.81 CHF 7.82 CHF 25,000 25,000 25,000 25,000 197,052 CHF 197,302 CHF 98.58% 98.58%
09/09/2024 0.13% 7.91 CHF 7.92 CHF 25,000 25,000 25,000 25,000 195,672 CHF 195,922 CHF 99.06% 99.06%

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