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 0.24% 6.39 CHF 6.40 CHF 64,000 64,000 28,621 28,580 183,829 CHF 183,942 CHF 99.90% 99.90%
24/09/2024 0.23% 6.41 CHF 6.42 CHF 64,000 64,000 28,341 28,341 186,820 CHF 187,185 CHF 99.99% 99.99%
23/09/2024 0.24% 6.64 CHF 6.65 CHF 64,000 64,000 27,545 27,545 179,725 CHF 180,074 CHF 99.74% 99.74%
20/09/2024 0.25% 6.34 CHF 6.35 CHF 64,000 64,000 28,460 28,460 179,558 CHF 179,928 CHF 100.00% 100.00%
19/09/2024 0.23% 6.55 CHF 6.56 CHF 64,000 64,000 29,173 29,173 189,831 CHF 190,206 CHF 96.73% 96.73%
18/09/2024 0.25% 6.42 CHF 6.43 CHF 64,000 64,000 28,689 28,575 181,243 CHF 180,898 CHF 99.94% 99.94%
12/09/2024 0.26% 6.09 CHF 6.10 CHF 68,000 68,000 30,614 30,614 186,263 CHF 186,660 CHF 99.97% 99.97%
11/09/2024 0.27% 5.85 CHF 5.86 CHF 68,000 68,000 30,411 30,411 177,341 CHF 177,736 CHF 99.89% 99.89%
10/09/2024 0.26% 5.93 CHF 5.94 CHF 68,000 68,000 28,819 28,819 171,088 CHF 171,460 CHF 99.98% 99.98%
09/09/2024 0.42% 5.77 CHF 5.78 CHF 72,000 72,000 31,273 31,273 177,345 CHF 177,915 CHF 99.25% 99.25%

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