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 40.00% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 10,000 CHF 1,500 CHF 9.48% 9.48%
24/09/2024 40.00% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 10,000 CHF 1,500 CHF 100.00% 100.00%
23/09/2024 44.13% 0.02 CHF 0.03 CHF 500,000 50,000 500,000 50,000 9,656 CHF 1,500 CHF 100.00% 100.00%
20/09/2024 57.31% 0.01 CHF 0.03 CHF 500,000 25,000 500,000 25,000 9,593 CHF 866 CHF 90.17% 90.17%
19/09/2024 41.76% 0.03 CHF 0.04 CHF 500,000 25,000 500,000 25,000 15,000 CHF 1,154 CHF 99.39% 99.39%
18/09/2024 38.43% 0.03 CHF 0.05 CHF 500,000 25,000 500,000 25,000 13,910 CHF 1,018 CHF 96.59% 96.59%
12/09/2024 26.03% 0.05 CHF 0.06 CHF 500,000 25,000 500,000 25,000 24,401 CHF 1,586 CHF 97.95% 97.95%
11/09/2024 44.09% 0.04 CHF 0.05 CHF 500,000 25,000 500,000 25,000 16,064 CHF 1,250 CHF 98.75% 98.75%
10/09/2024 31.96% 0.04 CHF 0.05 CHF 500,000 25,000 500,000 25,000 20,000 CHF 1,387 CHF 100.00% 100.00%
09/09/2024 37.59% 0.04 CHF 0.06 CHF 500,000 25,000 500,000 25,000 20,447 CHF 1,493 CHF 100.00% 100.00%

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