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 1.78% 0.56 CHF 0.57 CHF 600,000 200,000 600,000 200,000 334,084 CHF 113,361 CHF 84.02% 84.02%
24/09/2024 1.80% 0.56 CHF 0.57 CHF 600,000 200,000 600,000 200,000 329,453 CHF 111,818 CHF 91.63% 91.63%
23/09/2024 1.77% 0.54 CHF 0.55 CHF 600,000 200,000 600,000 200,000 336,889 CHF 114,296 CHF 91.84% 91.84%
20/09/2024 1.73% 0.55 CHF 0.56 CHF 600,000 200,000 600,000 200,000 344,455 CHF 116,818 CHF 92.81% 92.81%
19/09/2024 1.54% 0.62 CHF 0.63 CHF 600,000 200,000 600,000 200,000 385,902 CHF 130,634 CHF 96.57% 96.57%
18/09/2024 1.55% 0.64 CHF 0.65 CHF 600,000 200,000 600,000 200,000 385,278 CHF 130,426 CHF 91.76% 91.76%
12/09/2024 1.63% 0.60 CHF 0.61 CHF 600,000 200,000 600,000 200,000 365,329 CHF 123,776 CHF 96.17% 96.17%
11/09/2024 1.63% 0.61 CHF 0.62 CHF 600,000 200,000 600,000 200,000 365,496 CHF 123,832 CHF 94.02% 94.02%
10/09/2024 1.68% 0.61 CHF 0.62 CHF 600,000 200,000 600,000 200,000 354,473 CHF 120,158 CHF 93.56% 93.56%
09/09/2024 1.71% 0.58 CHF 0.59 CHF 600,000 200,000 600,000 200,000 347,790 CHF 117,930 CHF 93.30% 93.30%

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