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 1.32% 0.77 CHF 0.78 CHF 190,000 190,000 190,000 190,000 143,027 CHF 144,927 CHF 100.00% 100.00%
24/09/2024 1.33% 0.74 CHF 0.75 CHF 190,000 190,000 190,000 190,000 142,191 CHF 144,091 CHF 100.00% 100.00%
23/09/2024 1.17% 0.84 CHF 0.85 CHF 200,000 200,000 200,000 200,000 170,148 CHF 172,148 CHF 100.00% 100.00%
20/09/2024 1.20% 0.85 CHF 0.86 CHF 200,000 200,000 195,022 195,022 161,851 CHF 163,801 CHF 100.00% 100.00%
19/09/2024 1.24% 0.80 CHF 0.81 CHF 190,000 190,000 191,969 191,969 154,504 CHF 156,424 CHF 98.11% 98.11%
18/09/2024 1.13% 0.87 CHF 0.88 CHF 200,000 200,000 200,000 200,000 175,759 CHF 177,759 CHF 99.19% 99.19%
12/09/2024 1.03% 0.96 CHF 0.97 CHF 210,000 210,000 210,000 210,000 202,343 CHF 204,443 CHF 99.99% 99.99%
11/09/2024 1.02% 0.99 CHF 1.00 CHF 220,000 220,000 213,601 213,601 208,931 CHF 211,068 CHF 100.00% 100.00%
10/09/2024 1.02% 0.99 CHF 1.00 CHF 220,000 220,000 214,228 214,228 209,643 CHF 211,785 CHF 99.75% 99.75%
09/09/2024 1.04% 0.96 CHF 0.97 CHF 210,000 210,000 210,000 210,000 200,763 CHF 202,863 CHF 100.00% 100.00%

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