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
17/10/2024 1.24% 0.81 CHF 0.82 CHF 240,000 240,000 235,695 235,695 188,601 CHF 190,958 CHF 100.00% 100.00%
16/10/2024 1.24% 0.80 CHF 0.81 CHF 235,000 235,000 234,032 234,032 186,896 CHF 189,237 CHF 100.00% 100.00%
15/10/2024 1.28% 0.78 CHF 0.79 CHF 235,000 235,000 231,182 231,182 179,596 CHF 181,908 CHF 100.00% 100.00%
14/10/2024 1.31% 0.76 CHF 0.77 CHF 230,000 230,000 228,227 228,227 173,744 CHF 176,027 CHF 99.07% 99.07%
11/10/2024 1.33% 0.74 CHF 0.75 CHF 225,000 225,000 226,690 226,690 168,852 CHF 171,119 CHF 100.00% 100.00%
10/10/2024 1.29% 0.76 CHF 0.77 CHF 230,000 230,000 229,053 229,053 176,159 CHF 178,450 CHF 100.00% 100.00%
09/10/2024 1.28% 0.76 CHF 0.77 CHF 230,000 230,000 231,445 231,445 179,212 CHF 181,527 CHF 100.00% 100.00%
08/10/2024 1.29% 0.78 CHF 0.79 CHF 235,000 235,000 229,585 229,585 177,232 CHF 179,533 CHF 100.00% 100.00%
07/10/2024 1.33% 0.74 CHF 0.75 CHF 225,000 225,000 226,820 226,820 169,460 CHF 171,729 CHF 100.00% 100.00%
04/10/2024 1.32% 0.75 CHF 0.76 CHF 225,000 225,000 226,577 226,577 170,270 CHF 172,536 CHF 100.00% 100.00%

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