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
17/10/2024 2.36% 0.41 CHF 0.42 CHF 300,000 100,000 300,000 100,000 125,909 CHF 42,970 CHF 96.72% 96.72%
16/10/2024 2.57% 0.37 CHF 0.38 CHF 300,000 100,000 300,000 100,000 115,436 CHF 39,479 CHF 95.15% 95.15%
15/10/2024 2.69% 0.35 CHF 0.36 CHF 300,000 100,000 300,000 100,000 110,151 CHF 37,717 CHF 96.67% 96.67%
14/10/2024 2.59% 0.37 CHF 0.38 CHF 300,000 100,000 300,000 100,000 114,411 CHF 39,137 CHF 89.84% 89.84%
11/10/2024 2.56% 0.38 CHF 0.39 CHF 300,000 100,000 300,000 100,000 115,681 CHF 39,560 CHF 89.00% 89.00%
10/10/2024 2.74% 0.37 CHF 0.38 CHF 300,000 100,000 300,000 100,000 108,179 CHF 37,060 CHF 95.10% 95.10%
09/10/2024 2.82% 0.33 CHF 0.34 CHF 300,000 100,000 300,000 100,000 104,871 CHF 35,957 CHF 87.71% 87.71%
08/10/2024 2.67% 0.38 CHF 0.39 CHF 300,000 100,000 300,000 100,000 110,912 CHF 37,971 CHF 91.51% 91.51%
07/10/2024 2.69% 0.38 CHF 0.39 CHF 300,000 100,000 300,000 100,000 110,031 CHF 37,677 CHF 92.25% 92.25%
04/10/2024 3.01% 0.35 CHF 0.36 CHF 300,000 100,000 300,000 100,000 98,405 CHF 33,802 CHF 93.63% 93.63%

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