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 7.45% 0.13 CHF 0.14 CHF 425,000 425,000 399,954 399,954 51,700 CHF 55,700 CHF 99.35% 99.35%
24/09/2024 6.25% 0.15 CHF 0.16 CHF 350,000 350,000 338,319 338,319 52,448 CHF 55,831 CHF 99.67% 99.67%
23/09/2024 6.95% 0.13 CHF 0.14 CHF 425,000 425,000 373,374 373,374 51,855 CHF 55,589 CHF 99.19% 99.19%
20/09/2024 4.72% 0.20 CHF 0.21 CHF 250,000 250,000 251,854 251,854 52,193 CHF 54,712 CHF 98.27% 98.27%
19/09/2024 4.85% 0.20 CHF 0.21 CHF 250,000 250,000 250,090 250,090 50,280 CHF 52,781 CHF 100.00% 100.00%
18/09/2024 5.21% 0.19 CHF 0.20 CHF 275,000 275,000 282,565 282,565 52,804 CHF 55,630 CHF 99.86% 99.86%
12/09/2024 5.46% 0.17 CHF 0.18 CHF 300,000 300,000 298,464 298,464 53,217 CHF 56,202 CHF 99.66% 99.66%
11/09/2024 6.48% 0.16 CHF 0.17 CHF 375,000 375,000 352,483 352,483 52,614 CHF 56,138 CHF 99.80% 99.80%
10/09/2024 6.12% 0.15 CHF 0.16 CHF 375,000 375,000 328,741 328,741 52,039 CHF 55,326 CHF 99.15% 99.15%
09/09/2024 6.13% 0.16 CHF 0.17 CHF 325,000 325,000 329,927 329,927 52,136 CHF 55,435 CHF 99.68% 99.68%

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