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 1.29% 0.73 CHF 0.74 CHF 184,000 184,000 84,412 84,412 65,100 CHF 65,946 CHF 97.39% 97.39%
24/09/2024 1.34% 0.72 CHF 0.73 CHF 184,000 184,000 82,684 82,616 63,068 CHF 63,850 CHF 99.42% 99.42%
23/09/2024 1.02% 0.95 CHF 0.96 CHF 196,000 196,000 87,968 87,968 86,823 CHF 87,704 CHF 99.90% 99.90%
20/09/2024 1.01% 1.05 CHF 1.06 CHF 200,000 200,000 89,059 89,059 90,344 CHF 91,236 CHF 100.00% 100.00%
19/09/2024 0.96% 1.08 CHF 1.09 CHF 200,000 200,000 90,292 90,292 96,545 CHF 97,450 CHF 97.00% 97.00%
18/09/2024 0.86% 1.21 CHF 1.22 CHF 220,000 220,000 92,841 92,841 110,513 CHF 111,443 CHF 99.98% 99.98%
12/09/2024 0.86% 1.19 CHF 1.20 CHF 200,000 200,000 89,515 89,515 105,615 CHF 106,512 CHF 100.00% 100.00%
11/09/2024 0.82% 1.22 CHF 1.23 CHF 200,000 200,000 96,516 96,516 119,018 CHF 119,985 CHF 99.89% 99.89%
10/09/2024 0.82% 1.25 CHF 1.26 CHF 220,000 220,000 98,375 98,375 122,397 CHF 123,383 CHF 99.97% 99.97%
09/09/2024 0.75% 1.36 CHF 1.37 CHF 220,000 220,000 98,022 98,022 134,103 CHF 135,089 CHF 99.82% 99.82%

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