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 12.65% 0.07 CHF 0.08 CHF 91,193 50,000 91,222 50,000 6,808 CHF 4,231 CHF 29.40% 29.40%
24/09/2024 10.35% 0.10 CHF 0.11 CHF 92,006 50,000 91,981 50,000 8,459 CHF 5,098 CHF 100.00% 100.00%
23/09/2024 13.11% 0.10 CHF 0.11 CHF 92,372 50,000 92,386 50,000 8,673 CHF 5,316 CHF 70.17% 70.17%
20/09/2024 19.75% 0.06 CHF 0.07 CHF 90,795 50,000 90,758 50,000 5,721 CHF 3,836 CHF 89.67% 89.67%
19/09/2024 27.24% 0.10 CHF 0.12 CHF 25,000 25,000 25,000 25,000 1,890 CHF 2,472 CHF 93.15% 93.15%
18/09/2024 8.91% 0.16 CHF 0.17 CHF 95,408 50,000 94,785 50,000 14,434 CHF 8,322 CHF 97.61% 97.61%
12/09/2024 12.56% 0.11 CHF 0.13 CHF 93,805 50,000 93,532 50,000 10,159 CHF 6,154 CHF 97.85% 97.85%
11/09/2024 10.44% 0.11 CHF 0.12 CHF 93,070 50,000 93,245 50,000 11,000 CHF 6,541 CHF 99.03% 99.03%
10/09/2024 11.74% 0.12 CHF 0.14 CHF 93,583 50,000 93,064 50,000 10,475 CHF 6,315 CHF 96.77% 96.77%
09/09/2024 11.37% 0.14 CHF 0.15 CHF 94,515 50,000 93,612 50,000 11,459 CHF 6,853 CHF 100.00% 100.00%

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