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 1.30% 1.85 CHF 1.86 CHF 60,000 60,000 26,767 26,767 48,677 CHF 49,160 CHF 99.32% 99.32%
24/09/2024 1.35% 1.78 CHF 1.79 CHF 60,000 60,000 26,745 26,745 46,669 CHF 47,157 CHF 99.40% 99.40%
23/09/2024 1.45% 1.60 CHF 1.61 CHF 62,000 62,000 27,972 27,972 44,717 CHF 45,225 CHF 100.00% 100.00%
20/09/2024 1.45% 1.62 CHF 1.63 CHF 62,000 62,000 28,003 28,003 44,766 CHF 45,275 CHF 100.00% 100.00%
19/09/2024 1.30% 1.58 CHF 1.59 CHF 62,000 62,000 27,106 27,106 46,221 CHF 46,698 CHF 97.48% 97.48%
18/09/2024 1.25% 1.85 CHF 1.86 CHF 60,000 60,000 25,292 25,292 48,759 CHF 49,214 CHF 100.00% 100.00%
12/09/2024 1.87% 1.01 CHF 1.02 CHF 70,000 70,000 32,329 32,329 30,273 CHF 30,762 CHF 100.00% 100.00%
11/09/2024 1.71% 1.00 CHF 1.01 CHF 72,000 72,000 31,882 31,882 32,815 CHF 33,297 CHF 99.90% 99.90%
10/09/2024 1.80% 1.10 CHF 1.11 CHF 70,000 70,000 31,799 31,799 32,913 CHF 33,397 CHF 99.92% 99.92%
09/09/2024 2.75% 0.80 CHF 0.81 CHF 76,000 76,000 34,874 34,874 24,267 CHF 24,800 CHF 99.90% 99.90%

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