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 2.10% 0.49 CHF 0.50 CHF 110,000 50,000 111,273 50,000 52,608 CHF 24,162 CHF 45.40% 45.40%
24/09/2024 2.45% 0.41 CHF 0.42 CHF 117,091 50,000 117,478 50,000 47,466 CHF 20,703 CHF 100.00% 100.00%
23/09/2024 2.34% 0.41 CHF 0.42 CHF 117,166 50,000 117,256 50,000 49,440 CHF 21,583 CHF 100.00% 100.00%
20/09/2024 2.24% 0.43 CHF 0.44 CHF 117,188 50,000 116,448 50,000 51,409 CHF 22,575 CHF 68.02% 68.02%
19/09/2024 2.22% 0.44 CHF 0.45 CHF 116,338 50,000 116,015 50,000 51,646 CHF 22,759 CHF 82.31% 82.31%
18/09/2024 2.15% 0.44 CHF 0.45 CHF 116,034 50,000 111,123 50,000 51,137 CHF 23,518 CHF 98.53% 98.53%
12/09/2024 1.91% 0.52 CHF 0.53 CHF 100,000 50,000 100,000 50,000 51,727 CHF 26,363 CHF 97.95% 97.95%
11/09/2024 1.86% 0.54 CHF 0.55 CHF 100,000 50,000 100,000 50,000 53,175 CHF 27,088 CHF 98.75% 98.75%
10/09/2024 1.82% 0.54 CHF 0.55 CHF 100,000 50,000 98,107 50,000 53,506 CHF 27,785 CHF 100.00% 100.00%
09/09/2024 1.79% 0.56 CHF 0.57 CHF 90,000 50,000 96,381 50,000 53,307 CHF 28,167 CHF 100.00% 100.00%

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