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
- - - CHF - CHF 0 0 0 0 0 CHF 0 CHF - -
20/09/2024 5.97% 0.14 CHF 0.15 CHF 450,000 150,000 450,000 150,000 73,782 CHF 26,094 CHF 100.00% 100.00%
19/09/2024 5.26% 0.21 CHF 0.22 CHF 450,000 150,000 463,416 154,472 87,564 CHF 30,733 CHF 99.58% 99.58%
18/09/2024 8.89% 0.10 CHF 0.11 CHF 600,000 200,000 601,071 200,357 64,935 CHF 23,649 CHF 99.60% 99.60%
12/09/2024 5.97% 0.15 CHF 0.16 CHF 600,000 200,000 603,940 201,313 98,327 CHF 34,789 CHF 99.59% 99.59%
11/09/2024 11.81% 0.08 CHF 0.09 CHF 900,000 300,000 911,413 311,582 73,001 CHF 27,978 CHF 99.60% 99.60%
10/09/2024 16.89% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 418,089 55,274 CHF 27,096 CHF 99.61% 99.61%
09/09/2024 10.48% 0.05 CHF 0.06 CHF 1,000,000 500,000 921,388 325,312 85,657 CHF 33,010 CHF 99.58% 99.58%
06/09/2024 7.06% 0.08 CHF 0.09 CHF 1,000,000 400,000 786,300 267,794 109,247 CHF 39,584 CHF 99.62% 99.62%
05/09/2024 5.13% 0.18 CHF 0.19 CHF 600,000 200,000 600,745 200,248 114,476 CHF 40,161 CHF 99.58% 99.58%

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