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 51.69% 0.02 CHF 0.03 CHF 150,000 50,000 150,000 50,000 3,202 CHF 1,815 CHF 89.78% 89.78%
24/09/2024 36.47% 0.02 CHF 0.04 CHF 150,000 50,000 150,000 50,000 4,242 CHF 2,032 CHF 99.66% 99.66%
23/09/2024 28.67% 0.03 CHF 0.04 CHF 150,000 50,000 150,000 50,000 4,500 CHF 2,002 CHF 95.81% 95.81%
20/09/2024 38.39% 0.03 CHF 0.05 CHF 150,000 25,000 482,976 49,904 16,482 CHF 2,495 CHF 54.25% 89.67%
19/09/2024 22.78% 0.05 CHF 0.06 CHF 433,156 50,000 410,605 50,000 19,704 CHF 3,015 CHF 99.34% 99.34%
18/09/2024 30.20% 0.05 CHF 0.06 CHF 431,997 50,000 439,037 50,000 19,003 CHF 2,933 CHF 96.44% 96.44%
12/09/2024 14.83% 0.09 CHF 0.11 CHF 290,168 50,000 271,297 50,000 26,460 CHF 5,668 CHF 97.85% 97.85%
11/09/2024 17.55% 0.09 CHF 0.11 CHF 287,948 50,000 316,648 50,000 24,809 CHF 4,675 CHF 99.03% 99.03%
10/09/2024 14.95% 0.08 CHF 0.09 CHF 326,596 50,000 294,902 50,000 25,639 CHF 5,065 CHF 100.00% 100.00%
09/09/2024 15.96% 0.09 CHF 0.11 CHF 286,124 50,000 306,499 50,000 25,899 CHF 4,974 CHF 99.99% 99.99%

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