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 14.19% 0.07 CHF 0.08 CHF 750,000 250,000 782,933 260,978 51,384 CHF 19,738 CHF 99.14% 99.14%
24/09/2024 17.24% 0.05 CHF 0.06 CHF 900,000 300,000 885,583 295,194 47,195 CHF 18,683 CHF 99.17% 99.17%
23/09/2024 17.65% 0.06 CHF 0.07 CHF 900,000 300,000 900,000 300,000 46,860 CHF 18,620 CHF 99.16% 99.16%
20/09/2024 16.37% 0.05 CHF 0.06 CHF 900,000 300,000 900,000 300,000 50,822 CHF 19,941 CHF 99.16% 99.16%
19/09/2024 14.61% 0.06 CHF 0.07 CHF 900,000 300,000 899,966 299,989 57,402 CHF 22,134 CHF 99.15% 99.15%
18/09/2024 12.63% 0.07 CHF 0.08 CHF 900,000 300,000 805,223 268,408 61,864 CHF 23,305 CHF 98.70% 98.70%
12/09/2024 8.85% 0.11 CHF 0.12 CHF 600,000 200,000 634,388 211,463 68,635 CHF 24,993 CHF 99.16% 99.16%
11/09/2024 9.19% 0.11 CHF 0.12 CHF 600,000 200,000 656,924 218,975 68,101 CHF 24,890 CHF 99.16% 99.16%
10/09/2024 8.46% 0.10 CHF 0.11 CHF 600,000 200,000 600,000 200,000 68,293 CHF 24,764 CHF 98.73% 98.73%
09/09/2024 8.38% 0.12 CHF 0.13 CHF 600,000 200,000 600,000 200,000 68,704 CHF 24,901 CHF 99.16% 99.16%

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