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 0.76% 1.34 CHF 1.35 CHF 96,000 96,000 94,278 94,278 123,472 CHF 124,414 CHF 100.00% 100.00%
16/10/2024 0.77% 1.32 CHF 1.33 CHF 94,000 94,000 93,613 93,613 121,847 CHF 122,783 CHF 100.00% 100.00%
15/10/2024 0.80% 1.25 CHF 1.26 CHF 94,000 94,000 92,473 92,473 115,580 CHF 116,505 CHF 100.00% 100.00%
14/10/2024 0.82% 1.20 CHF 1.21 CHF 92,000 92,000 91,291 91,291 110,444 CHF 111,357 CHF 99.07% 99.07%
11/10/2024 0.85% 1.15 CHF 1.16 CHF 90,000 90,000 90,675 90,675 106,043 CHF 106,949 CHF 100.00% 100.00%
10/10/2024 0.81% 1.22 CHF 1.23 CHF 92,000 92,000 91,622 91,622 112,635 CHF 113,551 CHF 100.00% 100.00%
09/10/2024 0.80% 1.20 CHF 1.21 CHF 92,000 92,000 92,578 92,578 115,120 CHF 116,046 CHF 100.00% 100.00%
08/10/2024 0.81% 1.27 CHF 1.28 CHF 94,000 94,000 91,829 91,829 113,482 CHF 114,402 CHF 100.00% 100.00%
07/10/2024 0.85% 1.15 CHF 1.16 CHF 90,000 90,000 90,728 90,728 106,705 CHF 107,612 CHF 100.00% 100.00%
04/10/2024 0.84% 1.18 CHF 1.19 CHF 90,000 90,000 90,631 90,631 107,298 CHF 108,204 CHF 100.00% 100.00%

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