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 3.85% 0.23 CHF 0.24 CHF 200,000 200,000 200,000 200,000 51,466 CHF 53,466 CHF 99.48% 99.48%
24/09/2024 2.94% 0.31 CHF 0.32 CHF 200,000 200,000 200,000 200,000 67,144 CHF 69,144 CHF 99.50% 99.50%
23/09/2024 7.48% 0.21 CHF 0.22 CHF 200,000 200,000 200,000 200,000 28,239 CHF 30,239 CHF 99.24% 99.24%
20/09/2024 6.91% 0.14 CHF 0.15 CHF 200,000 200,000 200,000 200,000 28,289 CHF 30,289 CHF 93.88% 95.27%
19/09/2024 1.87% 0.51 CHF 0.52 CHF 200,000 200,000 200,000 200,000 105,960 CHF 107,960 CHF 97.27% 97.27%
18/09/2024 2.60% 0.39 CHF 0.40 CHF 200,000 200,000 200,000 200,000 75,864 CHF 77,864 CHF 92.31% 92.31%
12/09/2024 4.21% 0.22 CHF 0.23 CHF 200,000 200,000 200,000 200,000 46,779 CHF 48,779 CHF 99.44% 99.44%
11/09/2024 5.25% 0.23 CHF 0.24 CHF 200,000 200,000 200,000 200,000 37,391 CHF 39,391 CHF 99.47% 99.47%
10/09/2024 3.68% 0.20 CHF 0.21 CHF 200,000 200,000 200,000 200,000 60,791 CHF 62,791 CHF 98.71% 98.71%
09/09/2024 2.20% 0.45 CHF 0.46 CHF 200,000 200,000 200,000 200,000 90,203 CHF 92,203 CHF 99.51% 99.51%

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