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 0.47% 32.20 % 32.35 % 500,000 100,000 500,000 100,000 157,817 CHF 31,713 CHF 99.38% 99.38%
24/09/2024 0.48% 30.65 % 30.80 % 500,000 100,000 500,000 100,000 155,654 CHF 31,281 CHF 99.38% 99.38%
23/09/2024 0.55% 27.60 % 27.75 % 500,000 100,000 500,000 100,000 136,474 CHF 27,445 CHF 99.38% 99.38%
20/09/2024 0.54% 27.35 % 27.50 % 500,000 100,000 500,000 100,000 138,318 CHF 27,814 CHF 99.38% 99.38%
19/09/2024 0.52% 28.40 % 28.55 % 500,000 100,000 500,000 100,000 142,537 CHF 28,657 CHF 99.37% 99.37%
18/09/2024 0.56% 27.20 % 27.35 % 500,000 100,000 500,000 100,000 134,663 CHF 27,083 CHF 99.38% 99.38%
12/09/2024 0.56% 26.30 % 26.45 % 500,000 100,000 500,000 100,000 132,553 CHF 26,661 CHF 99.30% 99.30%
11/09/2024 0.58% 25.70 % 25.85 % 500,000 100,000 500,000 100,000 130,058 CHF 26,162 CHF 99.38% 99.38%
10/09/2024 0.57% 25.40 % 25.55 % 500,000 100,000 500,000 100,000 131,915 CHF 26,533 CHF 99.23% 99.23%
09/09/2024 0.54% 27.25 % 27.40 % 500,000 100,000 500,000 100,000 138,313 CHF 27,813 CHF 99.17% 99.17%

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