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 0.36% 2.83 CHF 2.84 CHF 144,000 144,000 79,379 79,379 223,231 CHF 224,026 CHF 99.74% 99.74%
24/09/2024 0.36% 2.82 CHF 2.83 CHF 144,000 144,000 79,490 79,490 223,005 CHF 223,801 CHF 100.00% 100.00%
23/09/2024 0.35% 2.88 CHF 2.89 CHF 142,000 142,000 77,880 77,880 225,142 CHF 225,922 CHF 99.61% 99.61%
20/09/2024 0.36% 2.82 CHF 2.83 CHF 144,000 144,000 79,193 79,139 223,924 CHF 224,562 CHF 100.00% 100.00%
19/09/2024 0.36% 2.83 CHF 2.84 CHF 144,000 144,000 79,409 79,409 224,619 CHF 225,416 CHF 97.53% 97.53%
18/09/2024 0.38% 2.67 CHF 2.68 CHF 148,000 148,000 81,222 81,180 219,289 CHF 219,989 CHF 99.97% 99.97%
12/09/2024 0.42% 2.47 CHF 2.48 CHF 152,000 152,000 83,237 83,237 203,004 CHF 203,838 CHF 99.98% 99.98%
11/09/2024 0.45% 2.24 CHF 2.25 CHF 158,000 158,000 87,080 87,080 196,052 CHF 196,924 CHF 99.89% 99.89%
10/09/2024 0.45% 2.26 CHF 2.27 CHF 158,000 158,000 86,944 86,944 196,086 CHF 196,957 CHF 99.99% 99.99%
09/09/2024 0.43% 2.23 CHF 2.24 CHF 158,000 158,000 85,029 85,029 201,791 CHF 202,645 CHF 100.00% 100.00%

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