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
26/09/2024 0.41% 2.44 CHF 2.45 CHF 300,000 100,000 300,000 100,000 727,958 CHF 243,653 CHF 99.23% 99.23%
25/09/2024 0.41% 2.48 CHF 2.49 CHF 300,000 100,000 300,000 100,000 738,598 CHF 247,199 CHF 98.09% 98.09%
24/09/2024 0.41% 2.43 CHF 2.44 CHF 300,000 100,000 300,000 100,000 725,733 CHF 242,911 CHF 95.79% 95.79%
23/09/2024 0.41% 2.45 CHF 2.46 CHF 300,000 100,000 300,000 100,000 729,514 CHF 244,171 CHF 98.46% 98.46%
20/09/2024 0.42% 2.40 CHF 2.41 CHF 300,000 100,000 300,000 100,000 720,894 CHF 241,298 CHF 99.14% 99.14%
19/09/2024 0.41% 2.39 CHF 2.40 CHF 300,000 100,000 300,000 100,000 726,939 CHF 243,313 CHF 99.02% 99.02%
18/09/2024 0.41% 2.40 CHF 2.41 CHF 300,000 100,000 300,000 100,000 729,341 CHF 244,114 CHF 94.07% 94.07%
12/09/2024 0.40% 2.46 CHF 2.47 CHF 300,000 100,000 300,000 100,000 741,337 CHF 248,112 CHF 95.24% 95.24%
11/09/2024 0.40% 2.47 CHF 2.48 CHF 300,000 100,000 300,000 100,000 745,858 CHF 249,619 CHF 95.17% 95.17%
10/09/2024 0.39% 2.51 CHF 2.52 CHF 300,000 100,000 300,000 100,000 760,858 CHF 254,619 CHF 88.75% 88.75%

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