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 0.85% 2.36 CHF 2.38 CHF 51,000 51,000 51,047 51,047 119,612 CHF 120,633 CHF 100.00% 100.00%
24/09/2024 0.89% 2.27 CHF 2.29 CHF 52,000 52,000 52,000 52,000 116,615 CHF 117,655 CHF 100.00% 100.00%
23/09/2024 0.89% 2.21 CHF 2.23 CHF 52,000 52,000 52,000 52,000 116,023 CHF 117,063 CHF 100.00% 100.00%
20/09/2024 0.85% 2.27 CHF 2.29 CHF 52,000 52,000 50,958 50,958 119,324 CHF 120,343 CHF 100.00% 100.00%
19/09/2024 0.84% 2.38 CHF 2.40 CHF 51,000 51,000 50,954 50,954 121,029 CHF 122,048 CHF 98.11% 98.11%
18/09/2024 0.84% 2.34 CHF 2.36 CHF 51,000 51,000 50,995 50,995 120,903 CHF 121,923 CHF 99.19% 99.19%
12/09/2024 0.79% 2.51 CHF 2.53 CHF 50,000 50,000 49,956 49,956 125,745 CHF 126,744 CHF 100.00% 100.00%
11/09/2024 0.82% 2.45 CHF 2.47 CHF 50,000 50,000 50,265 50,265 122,340 CHF 123,346 CHF 100.00% 100.00%
10/09/2024 0.84% 2.41 CHF 2.43 CHF 51,000 51,000 50,814 50,814 120,043 CHF 121,059 CHF 100.00% 100.00%
09/09/2024 0.80% 2.50 CHF 2.52 CHF 50,000 50,000 49,997 49,997 124,165 CHF 125,165 CHF 100.00% 100.00%

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