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 0.78% 1.28 CHF 1.29 CHF 165,000 165,000 164,585 164,585 209,584 CHF 211,230 CHF 99.50% 99.50%
24/09/2024 0.78% 1.28 CHF 1.29 CHF 170,000 170,000 167,910 167,910 214,571 CHF 216,250 CHF 99.45% 99.45%
23/09/2024 0.78% 1.28 CHF 1.29 CHF 170,000 170,000 169,197 169,197 217,108 CHF 218,800 CHF 100.00% 100.00%
20/09/2024 0.78% 1.27 CHF 1.28 CHF 165,000 165,000 164,359 164,359 209,097 CHF 210,740 CHF 100.00% 100.00%
19/09/2024 0.79% 1.26 CHF 1.27 CHF 165,000 165,000 165,119 165,119 208,145 CHF 209,796 CHF 97.77% 97.77%
18/09/2024 0.77% 1.29 CHF 1.30 CHF 170,000 170,000 172,994 172,994 224,225 CHF 225,955 CHF 100.00% 100.00%
12/09/2024 0.73% 1.37 CHF 1.38 CHF 185,000 185,000 181,068 181,068 246,341 CHF 248,152 CHF 100.00% 100.00%
11/09/2024 0.74% 1.35 CHF 1.36 CHF 185,000 185,000 180,924 180,924 243,194 CHF 245,004 CHF 99.99% 99.99%
10/09/2024 0.73% 1.35 CHF 1.36 CHF 185,000 185,000 184,226 184,226 249,975 CHF 251,817 CHF 100.00% 100.00%
09/09/2024 0.73% 1.36 CHF 1.37 CHF 185,000 185,000 184,238 184,238 250,073 CHF 251,916 CHF 100.00% 100.00%

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