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 0.77% 1.30 CHF 1.31 CHF 230,000 230,000 229,685 229,685 298,110 CHF 300,407 CHF 100.00% 100.00%
24/09/2024 0.77% 1.29 CHF 1.30 CHF 235,000 235,000 231,173 231,173 298,166 CHF 300,478 CHF 100.00% 100.00%
23/09/2024 0.74% 1.33 CHF 1.34 CHF 240,000 240,000 242,329 242,329 327,735 CHF 330,159 CHF 100.00% 100.00%
20/09/2024 0.74% 1.36 CHF 1.37 CHF 245,000 245,000 242,441 242,441 328,549 CHF 330,974 CHF 100.00% 100.00%
19/09/2024 0.78% 1.29 CHF 1.30 CHF 230,000 230,000 227,346 227,346 288,787 CHF 291,061 CHF 98.09% 98.09%
18/09/2024 0.77% 1.30 CHF 1.31 CHF 235,000 235,000 234,026 234,026 302,349 CHF 304,689 CHF 99.19% 99.19%
12/09/2024 0.76% 1.34 CHF 1.35 CHF 245,000 245,000 238,513 238,513 314,603 CHF 316,988 CHF 99.99% 99.99%
11/09/2024 0.76% 1.30 CHF 1.31 CHF 240,000 240,000 241,629 241,629 318,891 CHF 321,309 CHF 100.00% 100.00%
10/09/2024 0.75% 1.34 CHF 1.35 CHF 245,000 245,000 242,108 242,108 320,577 CHF 322,998 CHF 99.02% 99.02%
09/09/2024 0.75% 1.32 CHF 1.33 CHF 240,000 240,000 240,785 240,785 318,900 CHF 321,308 CHF 100.00% 100.00%

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