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 88.07% 0.01 CHF 0.02 CHF 390,000 390,000 379,500 379,500 2,972 CHF 7,595 CHF 100.00% 100.00%
16/10/2024 86.27% 0.01 CHF 0.02 CHF 380,000 380,000 376,179 376,179 3,009 CHF 7,528 CHF 100.00% 100.00%
15/10/2024 80.33% 0.01 CHF 0.02 CHF 380,000 380,000 370,463 370,463 3,195 CHF 7,414 CHF 100.00% 100.00%
14/10/2024 66.05% 0.01 CHF 0.02 CHF 370,000 370,000 364,633 364,633 3,755 CHF 7,406 CHF 99.07% 99.07%
11/10/2024 59.42% 0.01 CHF 0.02 CHF 360,000 360,000 361,637 361,637 4,335 CHF 7,955 CHF 100.00% 100.00%
10/10/2024 65.68% 0.01 CHF 0.02 CHF 370,000 370,000 366,283 366,283 3,809 CHF 7,476 CHF 100.00% 100.00%
09/10/2024 67.23% 0.01 CHF 0.02 CHF 370,000 370,000 371,050 371,050 3,711 CHF 7,425 CHF 100.00% 100.00%
08/10/2024 68.06% 0.01 CHF 0.02 CHF 380,000 380,000 363,449 363,449 3,640 CHF 7,327 CHF 100.00% 100.00%
07/10/2024 59.35% 0.01 CHF 0.02 CHF 360,000 360,000 361,826 361,826 4,345 CHF 7,967 CHF 100.00% 100.00%
04/10/2024 59.16% 0.01 CHF 0.02 CHF 360,000 360,000 361,312 361,312 4,361 CHF 7,978 CHF 100.00% 100.00%

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