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 0.98% 1.02 CHF 1.03 CHF 305,000 305,000 304,135 304,135 309,824 CHF 312,865 CHF 99.43% 99.43%
24/09/2024 1.02% 0.97 CHF 0.98 CHF 310,000 310,000 309,685 309,685 300,951 CHF 304,048 CHF 97.99% 97.99%
23/09/2024 1.09% 0.91 CHF 0.92 CHF 315,000 315,000 314,738 314,738 286,153 CHF 289,301 CHF 99.99% 99.99%
20/09/2024 1.07% 0.91 CHF 0.92 CHF 315,000 315,000 313,392 313,392 292,641 CHF 295,775 CHF 100.00% 100.00%
19/09/2024 1.04% 0.96 CHF 0.97 CHF 315,000 315,000 310,402 310,402 296,233 CHF 299,337 CHF 97.75% 97.75%
18/09/2024 1.12% 0.88 CHF 0.89 CHF 320,000 320,000 318,681 318,681 283,033 CHF 286,219 CHF 100.00% 100.00%
12/09/2024 1.15% 0.86 CHF 0.87 CHF 325,000 325,000 320,766 320,766 278,395 CHF 281,603 CHF 99.88% 99.88%
11/09/2024 1.20% 0.82 CHF 0.83 CHF 330,000 330,000 326,959 326,959 271,572 CHF 274,844 CHF 99.59% 99.59%
10/09/2024 1.21% 0.82 CHF 0.83 CHF 330,000 330,000 327,930 327,930 269,293 CHF 272,572 CHF 99.89% 99.89%
09/09/2024 1.19% 0.82 CHF 0.83 CHF 330,000 330,000 325,150 325,150 272,046 CHF 275,298 CHF 100.00% 100.00%

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