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 2.64% 0.35 CHF 0.36 CHF 150,000 100,000 139,775 100,000 52,262 CHF 38,434 CHF 95.07% 95.07%
24/09/2024 2.51% 0.38 CHF 0.39 CHF 140,000 100,000 132,282 100,000 52,116 CHF 40,424 CHF 100.00% 100.00%
23/09/2024 2.64% 0.38 CHF 0.39 CHF 140,000 100,000 138,343 100,000 51,819 CHF 38,482 CHF 100.00% 100.00%
20/09/2024 2.34% 0.41 CHF 0.42 CHF 130,000 100,000 122,234 100,000 51,560 CHF 43,204 CHF 90.17% 90.17%
19/09/2024 2.22% 0.45 CHF 0.46 CHF 120,000 100,000 119,952 100,000 53,441 CHF 45,552 CHF 99.39% 99.39%
18/09/2024 2.59% 0.40 CHF 0.41 CHF 130,000 100,000 135,954 100,000 51,870 CHF 39,178 CHF 96.59% 96.59%
12/09/2024 3.19% 0.31 CHF 0.32 CHF 170,000 100,000 167,923 100,000 51,778 CHF 31,849 CHF 97.95% 97.95%
11/09/2024 3.22% 0.30 CHF 0.31 CHF 170,000 100,000 169,301 100,000 51,822 CHF 31,615 CHF 98.75% 98.75%
10/09/2024 2.94% 0.31 CHF 0.32 CHF 170,000 100,000 154,645 100,000 51,744 CHF 34,578 CHF 100.00% 100.00%
09/09/2024 2.74% 0.35 CHF 0.36 CHF 150,000 100,000 140,981 100,000 50,732 CHF 36,992 CHF 100.00% 100.00%

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