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 5.68% 0.18 CHF 0.19 CHF 510,000 510,000 177,305 177,305 31,190 CHF 32,971 CHF 99.89% 99.89%
24/09/2024 6.04% 0.18 CHF 0.19 CHF 550,000 550,000 193,475 193,475 33,030 CHF 34,974 CHF 100.00% 100.00%
23/09/2024 5.36% 0.18 CHF 0.19 CHF 520,000 520,000 176,608 176,608 32,620 CHF 34,394 CHF 100.00% 100.00%
20/09/2024 6.09% 0.17 CHF 0.18 CHF 550,000 550,000 194,128 194,128 33,354 CHF 35,304 CHF 99.57% 99.57%
19/09/2024 6.98% 0.18 CHF 0.19 CHF 630,000 630,000 222,717 222,717 35,869 CHF 38,112 CHF 97.31% 97.31%
18/09/2024 8.83% 0.12 CHF 0.13 CHF 670,000 670,000 233,152 233,152 26,706 CHF 29,048 CHF 99.19% 99.19%
12/09/2024 13.10% 0.07 CHF 0.08 CHF 710,000 710,000 244,601 244,601 17,697 CHF 20,158 CHF 99.98% 99.98%
11/09/2024 14.41% 0.06 CHF 0.07 CHF 730,000 730,000 248,505 248,505 15,978 CHF 18,474 CHF 99.90% 99.90%
10/09/2024 12.91% 0.07 CHF 0.08 CHF 720,000 720,000 246,950 246,950 17,573 CHF 20,054 CHF 100.00% 100.00%
09/09/2024 13.13% 0.07 CHF 0.08 CHF 710,000 710,000 245,712 245,712 18,725 CHF 21,193 CHF 100.00% 100.00%

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