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 5.64% 0.35 CHF 0.36 CHF 150,000 25,000 160,853 20,040 51,481 CHF 6,834 CHF 74.70% 74.70%
16/10/2024 5.54% 0.32 CHF 0.33 CHF 160,000 25,000 160,127 20,016 52,284 CHF 6,881 CHF 99.61% 99.61%
15/10/2024 5.08% 0.33 CHF 0.34 CHF 160,000 25,000 144,291 20,013 51,315 CHF 7,459 CHF 99.40% 99.40%
14/10/2024 5.11% 0.38 CHF 0.38 CHF 140,000 25,000 145,952 20,015 52,232 CHF 7,553 CHF 98.91% 98.91%
11/10/2024 5.34% 0.37 CHF 0.38 CHF 140,000 25,000 149,018 20,017 50,985 CHF 7,243 CHF 99.61% 99.61%
10/10/2024 6.04% 0.32 CHF 0.33 CHF 160,000 25,000 170,579 20,018 51,674 CHF 6,489 CHF 94.33% 94.33%
09/10/2024 5.40% 0.27 CHF 0.28 CHF 190,000 25,000 155,314 20,011 51,439 CHF 6,969 CHF 99.64% 99.64%
08/10/2024 5.31% 0.35 CHF 0.36 CHF 150,000 25,000 150,534 20,017 51,887 CHF 7,275 CHF 99.63% 99.63%
07/10/2024 5.27% 0.34 CHF 0.35 CHF 150,000 25,000 154,148 20,080 51,591 CHF 7,052 CHF 79.04% 79.04%
04/10/2024 4.40% 0.42 CHF 0.43 CHF 120,000 25,000 127,196 20,016 52,908 CHF 8,689 CHF 99.63% 99.63%

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