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 5.07% 0.18 CHF 0.19 CHF 215,499 50,000 208,534 50,000 40,084 CHF 10,116 CHF 99.49% 99.49%
24/09/2024 5.07% 0.19 CHF 0.20 CHF 207,314 50,000 210,836 50,000 40,522 CHF 10,112 CHF 100.00% 100.00%
23/09/2024 5.18% 0.19 CHF 0.20 CHF 211,381 50,000 218,491 50,000 41,073 CHF 9,903 CHF 100.00% 100.00%
20/09/2024 4.69% 0.19 CHF 0.20 CHF 211,375 50,000 202,301 50,000 42,099 CHF 10,911 CHF 89.66% 89.66%
19/09/2024 4.21% 0.23 CHF 0.24 CHF 192,994 50,000 187,180 50,000 43,509 CHF 12,122 CHF 99.34% 99.34%
18/09/2024 4.42% 0.22 CHF 0.23 CHF 198,709 50,000 194,006 50,000 42,932 CHF 11,566 CHF 99.39% 99.39%
12/09/2024 4.03% 0.23 CHF 0.24 CHF 195,104 50,000 188,303 50,000 45,765 CHF 12,659 CHF 98.41% 98.41%
11/09/2024 4.14% 0.24 CHF 0.25 CHF 194,416 50,000 191,971 50,000 45,477 CHF 12,348 CHF 98.88% 98.88%
10/09/2024 3.93% 0.24 CHF 0.25 CHF 193,769 50,000 186,798 50,000 46,578 CHF 12,972 CHF 100.00% 100.00%
09/09/2024 3.97% 0.25 CHF 0.26 CHF 184,177 50,000 188,332 50,000 46,563 CHF 12,864 CHF 100.00% 100.00%

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