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 1.90% 0.50 CHF 0.51 CHF 100,000 100,000 102,077 102,077 53,229 CHF 54,250 CHF 100.00% 100.00%
24/10/2024 1.90% 0.60 CHF 0.61 CHF 100,000 100,000 108,984 108,984 56,756 CHF 57,846 CHF 97.42% 97.42%
23/10/2024 2.80% 0.41 CHF 0.42 CHF 125,000 125,000 155,730 155,737 54,752 CHF 56,312 CHF 99.55% 99.55%
22/10/2024 5.32% 0.17 CHF 0.18 CHF 300,000 300,000 288,435 288,434 52,754 CHF 55,638 CHF 98.41% 98.41%
21/10/2024 5.16% 0.19 CHF 0.20 CHF 275,000 275,000 277,354 277,357 52,386 CHF 55,160 CHF 99.02% 99.02%
18/10/2024 5.09% 0.19 CHF 0.20 CHF 275,000 275,000 271,254 271,252 51,893 CHF 54,605 CHF 100.00% 100.00%
17/10/2024 4.59% 0.20 CHF 0.21 CHF 250,000 250,000 247,549 247,549 52,667 CHF 55,142 CHF 99.74% 99.74%
16/10/2024 3.98% 0.21 CHF 0.22 CHF 225,000 225,000 210,962 210,966 51,971 CHF 54,081 CHF 98.56% 98.56%
15/10/2024 4.86% 0.20 CHF 0.21 CHF 250,000 250,000 258,768 258,768 51,961 CHF 54,549 CHF 100.00% 100.00%
14/10/2024 4.65% 0.20 CHF 0.21 CHF 250,000 250,000 249,983 249,983 52,605 CHF 55,105 CHF 99.75% 99.75%

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