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 1.14% 0.90 CHF 0.91 CHF 20,000 20,000 20,000 20,000 17,464 CHF 17,664 CHF 98.60% 98.60%
24/09/2024 1.25% 0.75 CHF 0.76 CHF 20,000 20,000 20,000 20,000 15,851 CHF 16,051 CHF 99.04% 99.04%
23/09/2024 1.30% 0.78 CHF 0.79 CHF 20,000 20,000 20,000 20,000 15,374 CHF 15,574 CHF 98.60% 98.60%
20/09/2024 1.42% 0.70 CHF 0.71 CHF 20,000 20,000 20,000 20,000 13,961 CHF 14,161 CHF 97.66% 97.66%
19/09/2024 1.48% 0.69 CHF 0.70 CHF 20,000 20,000 20,000 20,000 13,386 CHF 13,586 CHF 99.39% 99.39%
18/09/2024 1.63% 0.60 CHF 0.61 CHF 20,000 20,000 20,000 20,000 12,145 CHF 12,345 CHF 99.25% 99.25%
12/09/2024 1.38% 0.75 CHF 0.76 CHF 20,000 20,000 20,000 20,000 14,437 CHF 14,637 CHF 99.00% 99.00%
11/09/2024 1.56% 0.62 CHF 0.63 CHF 20,000 20,000 20,000 20,000 12,735 CHF 12,935 CHF 99.26% 99.26%
10/09/2024 1.46% 0.67 CHF 0.68 CHF 20,000 20,000 20,000 20,000 13,644 CHF 13,844 CHF 98.58% 98.58%
09/09/2024 1.49% 0.69 CHF 0.70 CHF 20,000 20,000 20,000 20,000 13,313 CHF 13,513 CHF 99.08% 99.08%

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