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
17/10/2024 40.51% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,745,740 1,745,740 34,915 CHF 52,424 CHF 99.92% 99.92%
16/10/2024 49.64% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,982,580 1,982,580 31,056 CHF 50,930 CHF 99.86% 99.86%
15/10/2024 50.32% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,902,570 1,902,570 28,840 CHF 47,911 CHF 99.37% 99.37%
14/10/2024 50.54% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,002,380 2,002,380 30,036 CHF 50,109 CHF 96.22% 96.22%
11/10/2024 50.52% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,114,010 2,114,010 31,710 CHF 52,904 CHF 100.00% 100.00%
10/10/2024 50.52% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,032,320 2,032,320 30,485 CHF 50,859 CHF 100.00% 100.00%
09/10/2024 50.52% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,172,480 2,172,480 32,587 CHF 54,368 CHF 99.90% 99.90%
08/10/2024 50.52% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 2,182,660 2,182,660 32,740 CHF 54,623 CHF 100.00% 100.00%
07/10/2024 42.88% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,822,370 1,822,370 33,231 CHF 51,497 CHF 100.00% 100.00%
04/10/2024 50.18% 0.02 CHF 0.03 CHF 3,000,000 3,000,000 1,976,240 1,976,240 30,153 CHF 49,963 CHF 99.90% 99.90%

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