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
25/10/2024 59.08% 0.02 CHF 0.03 CHF 500,000 50,000 189,952 33,682 3,718 CHF 1,007 CHF 99.43% 99.43%
24/10/2024 80.33% 0.01 CHF 0.03 CHF 25,000 25,000 24,865 24,865 368 CHF 831 CHF 98.78% 98.78%
23/10/2024 34.33% 0.03 CHF 0.04 CHF 25,000 25,000 233,427 35,970 7,842 CHF 1,673 CHF 90.18% 90.18%
22/10/2024 11.08% 0.09 CHF 0.10 CHF 444,547 50,000 444,011 50,000 37,992 CHF 4,778 CHF 99.06% 99.06%
21/10/2024 10.93% 0.09 CHF 0.10 CHF 443,908 50,000 437,975 50,000 37,977 CHF 4,836 CHF 93.91% 93.91%
18/10/2024 10.21% 0.10 CHF 0.11 CHF 416,138 50,000 415,466 50,000 38,697 CHF 5,156 CHF 78.14% 78.14%
17/10/2024 11.41% 0.09 CHF 0.10 CHF 447,417 50,000 454,277 50,000 38,038 CHF 4,709 CHF 81.94% 81.94%
16/10/2024 16.82% 0.07 CHF 0.08 CHF 490,633 50,000 499,758 50,000 27,443 CHF 3,246 CHF 89.58% 89.58%
15/10/2024 13.84% 0.07 CHF 0.08 CHF 490,762 50,000 488,316 50,000 32,967 CHF 3,877 CHF 92.63% 92.63%
14/10/2024 14.16% 0.07 CHF 0.08 CHF 500,000 50,000 492,743 50,000 32,491 CHF 3,798 CHF 97.55% 97.55%

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