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 9.09% 0.10 CHF 0.11 CHF 475,000 475,000 486,828 486,828 51,179 CHF 56,047 CHF 99.35% 99.35%
24/09/2024 10.15% 0.10 CHF 0.11 CHF 500,000 500,000 543,313 382,296 50,774 CHF 40,068 CHF 99.67% 99.67%
23/09/2024 9.64% 0.11 CHF 0.12 CHF 425,000 425,000 514,932 450,601 50,836 CHF 49,767 CHF 99.20% 99.20%
20/09/2024 13.35% 0.08 CHF 0.09 CHF 675,000 350,000 725,280 375,140 50,721 CHF 29,989 CHF 98.25% 98.25%
19/09/2024 12.52% 0.08 CHF 0.09 CHF 725,000 375,000 677,824 351,366 50,732 CHF 29,812 CHF 100.00% 100.00%
18/09/2024 11.37% 0.09 CHF 0.10 CHF 600,000 300,000 610,362 310,362 50,662 CHF 28,851 CHF 99.85% 99.85%
12/09/2024 9.34% 0.10 CHF 0.11 CHF 475,000 475,000 493,249 493,249 50,354 CHF 55,287 CHF 99.64% 99.64%
11/09/2024 7.99% 0.12 CHF 0.13 CHF 400,000 400,000 424,338 424,338 50,997 CHF 55,240 CHF 99.80% 99.80%
10/09/2024 8.47% 0.12 CHF 0.13 CHF 425,000 425,000 458,536 458,536 51,836 CHF 56,422 CHF 99.14% 99.14%
09/09/2024 8.31% 0.12 CHF 0.13 CHF 475,000 475,000 448,581 448,581 51,699 CHF 56,185 CHF 99.62% 99.62%

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