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 0.38% 2.64 CHF 2.65 CHF 120,000 120,000 120,000 120,000 312,916 CHF 314,116 CHF 99.50% 99.50%
24/09/2024 0.39% 2.54 CHF 2.55 CHF 120,000 120,000 120,021 120,021 305,052 CHF 306,252 CHF 99.45% 99.45%
23/09/2024 0.40% 2.50 CHF 2.51 CHF 120,000 120,000 120,148 120,148 301,362 CHF 302,564 CHF 100.00% 100.00%
20/09/2024 0.40% 2.47 CHF 2.48 CHF 130,000 130,000 120,806 120,806 303,977 CHF 305,185 CHF 100.00% 100.00%
19/09/2024 0.39% 2.53 CHF 2.54 CHF 120,000 120,000 120,386 120,386 304,350 CHF 305,554 CHF 97.77% 97.77%
18/09/2024 0.41% 2.43 CHF 2.44 CHF 130,000 130,000 130,000 130,000 316,529 CHF 317,829 CHF 100.00% 100.00%
12/09/2024 0.42% 2.38 CHF 2.39 CHF 130,000 130,000 130,000 130,000 308,335 CHF 309,635 CHF 100.00% 100.00%
11/09/2024 0.43% 2.29 CHF 2.30 CHF 130,000 130,000 129,936 129,936 299,297 CHF 300,597 CHF 100.00% 100.00%
10/09/2024 0.43% 2.29 CHF 2.30 CHF 130,000 130,000 130,000 130,000 298,828 CHF 300,128 CHF 100.00% 100.00%
09/09/2024 0.44% 2.28 CHF 2.29 CHF 130,000 130,000 129,973 129,973 297,603 CHF 298,903 CHF 100.00% 100.00%

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