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 0.74% 2.07 CHF 2.09 CHF 50,000 50,000 50,000 50,000 102,890 CHF 103,652 CHF 99.27% 99.27%
24/09/2024 0.69% 1.99 CHF 2.00 CHF 50,000 50,000 50,000 50,000 97,943 CHF 98,622 CHF 100.00% 100.00%
23/09/2024 0.76% 1.92 CHF 1.94 CHF 50,000 50,000 50,000 50,000 97,339 CHF 98,080 CHF 100.00% 100.00%
20/09/2024 0.74% 1.99 CHF 2.00 CHF 50,000 50,000 50,000 50,000 102,004 CHF 102,765 CHF 83.75% 83.75%
19/09/2024 1.23% 2.09 CHF 2.11 CHF 25,000 25,000 25,000 25,000 52,085 CHF 52,730 CHF 99.34% 99.34%
18/09/2024 1.18% 2.05 CHF 2.08 CHF 12,500 12,500 12,500 12,500 26,003 CHF 26,311 CHF 97.77% 97.77%
12/09/2024 0.63% 2.23 CHF 2.24 CHF 30,000 25,000 30,000 25,000 66,850 CHF 56,061 CHF 97.86% 97.86%
11/09/2024 0.62% 2.17 CHF 2.18 CHF 50,000 50,000 50,000 50,000 107,343 CHF 108,014 CHF 99.03% 99.03%
10/09/2024 0.77% 2.12 CHF 2.14 CHF 30,000 25,000 30,000 25,000 62,272 CHF 52,296 CHF 100.00% 100.00%
09/09/2024 0.64% 2.21 CHF 2.22 CHF 50,000 50,000 50,000 50,000 109,813 CHF 110,520 CHF 100.00% 100.00%

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