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 5.28% 0.19 CHF 0.20 CHF 430,000 430,000 192,870 192,870 36,696 CHF 38,633 CHF 99.90% 99.90%
24/09/2024 5.44% 0.19 CHF 0.20 CHF 450,000 450,000 202,266 202,266 37,002 CHF 39,034 CHF 100.00% 100.00%
23/09/2024 5.23% 0.18 CHF 0.19 CHF 440,000 440,000 195,001 195,001 36,546 CHF 38,504 CHF 99.89% 99.89%
20/09/2024 5.30% 0.18 CHF 0.19 CHF 440,000 440,000 194,824 194,824 36,910 CHF 38,867 CHF 100.00% 100.00%
19/09/2024 4.73% 0.21 CHF 0.22 CHF 440,000 440,000 196,839 196,839 42,094 CHF 44,073 CHF 98.06% 98.06%
18/09/2024 5.27% 0.20 CHF 0.21 CHF 450,000 450,000 205,987 205,987 39,551 CHF 41,620 CHF 99.19% 99.19%
12/09/2024 7.62% 0.14 CHF 0.15 CHF 570,000 570,000 255,844 255,844 33,768 CHF 36,343 CHF 100.00% 100.00%
11/09/2024 7.93% 0.11 CHF 0.12 CHF 590,000 590,000 260,653 260,653 31,642 CHF 34,259 CHF 99.89% 99.89%
10/09/2024 7.64% 0.13 CHF 0.14 CHF 570,000 570,000 260,452 260,452 33,830 CHF 36,447 CHF 100.00% 100.00%
09/09/2024 7.54% 0.13 CHF 0.14 CHF 590,000 590,000 263,319 263,319 34,392 CHF 37,036 CHF 99.90% 99.90%

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