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 1.26% 0.77 CHF 0.78 CHF 50,000 50,000 50,000 50,000 39,516 CHF 40,016 CHF 99.49% 99.49%
24/09/2024 1.16% 0.85 CHF 0.86 CHF 50,000 50,000 50,000 50,000 42,692 CHF 43,192 CHF 100.00% 100.00%
23/09/2024 1.19% 0.85 CHF 0.86 CHF 50,000 50,000 50,000 50,000 41,918 CHF 42,418 CHF 100.00% 100.00%
20/09/2024 1.22% 0.83 CHF 0.84 CHF 50,000 50,000 50,000 50,000 40,820 CHF 41,320 CHF 90.17% 90.17%
19/09/2024 1.22% 0.82 CHF 0.83 CHF 50,000 50,000 50,000 50,000 40,733 CHF 41,233 CHF 99.39% 99.39%
18/09/2024 1.24% 0.82 CHF 0.83 CHF 50,000 50,000 50,000 50,000 40,173 CHF 40,673 CHF 98.53% 98.53%
12/09/2024 1.32% 0.75 CHF 0.76 CHF 50,000 50,000 50,000 50,000 37,513 CHF 38,013 CHF 97.95% 97.95%
11/09/2024 1.35% 0.73 CHF 0.74 CHF 50,000 50,000 50,000 50,000 36,847 CHF 37,347 CHF 98.75% 98.75%
10/09/2024 1.37% 0.73 CHF 0.74 CHF 50,000 50,000 50,000 50,000 36,215 CHF 36,715 CHF 100.00% 100.00%
09/09/2024 1.39% 0.71 CHF 0.72 CHF 50,000 50,000 50,000 50,000 35,833 CHF 36,333 CHF 100.00% 100.00%

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