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 2.67% 0.36 CHF 0.37 CHF 140,000 100,000 139,709 100,000 51,636 CHF 37,967 CHF 97.07% 97.07%
24/09/2024 2.50% 0.38 CHF 0.39 CHF 140,000 100,000 132,032 100,000 52,119 CHF 40,502 CHF 100.00% 100.00%
23/09/2024 2.53% 0.38 CHF 0.39 CHF 140,000 100,000 131,854 100,000 51,490 CHF 40,068 CHF 100.00% 100.00%
20/09/2024 2.48% 0.38 CHF 0.39 CHF 140,000 100,000 131,229 100,000 52,335 CHF 40,908 CHF 89.66% 89.66%
19/09/2024 2.14% 0.45 CHF 0.46 CHF 120,000 100,000 112,873 100,000 52,192 CHF 47,286 CHF 99.18% 99.18%
18/09/2024 2.25% 0.45 CHF 0.46 CHF 120,000 100,000 119,908 100,000 52,738 CHF 44,985 CHF 98.09% 98.09%
12/09/2024 2.03% 0.49 CHF 0.50 CHF 110,000 100,000 108,736 100,000 53,118 CHF 49,863 CHF 98.41% 98.41%
11/09/2024 2.30% 0.44 CHF 0.45 CHF 120,000 100,000 120,032 100,000 51,639 CHF 44,022 CHF 97.66% 97.66%
10/09/2024 2.39% 0.40 CHF 0.41 CHF 130,000 100,000 125,860 100,000 52,021 CHF 42,373 CHF 100.00% 100.00%
09/09/2024 2.41% 0.41 CHF 0.42 CHF 130,000 100,000 127,396 100,000 52,228 CHF 42,016 CHF 100.00% 100.00%

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