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 0.23% 4.42 CHF 4.43 CHF 300,000 100,000 300,000 100,000 1,277,050 CHF 426,683 CHF 99.24% 99.24%
24/09/2024 0.24% 4.14 CHF 4.15 CHF 300,000 100,000 300,000 100,000 1,255,970 CHF 419,656 CHF 99.20% 99.20%
23/09/2024 0.24% 4.20 CHF 4.21 CHF 300,000 100,000 300,000 100,000 1,230,640 CHF 411,212 CHF 99.21% 99.21%
20/09/2024 0.24% 4.01 CHF 4.02 CHF 300,000 100,000 300,000 100,000 1,223,930 CHF 408,976 CHF 99.24% 99.24%
19/09/2024 0.24% 4.21 CHF 4.22 CHF 300,000 100,000 300,000 100,000 1,272,080 CHF 425,025 CHF 99.26% 99.26%
18/09/2024 0.25% 4.09 CHF 4.10 CHF 300,000 100,000 300,000 100,000 1,186,640 CHF 396,547 CHF 99.09% 99.09%
12/09/2024 0.24% 4.13 CHF 4.14 CHF 300,000 100,000 300,000 100,000 1,226,310 CHF 409,769 CHF 99.20% 99.20%
11/09/2024 0.28% 3.74 CHF 3.75 CHF 300,000 100,000 300,000 100,000 1,070,370 CHF 357,790 CHF 99.23% 99.23%
10/09/2024 0.29% 3.49 CHF 3.50 CHF 300,000 100,000 300,000 100,000 1,047,200 CHF 350,067 CHF 96.30% 96.30%
09/09/2024 0.30% 3.26 CHF 3.27 CHF 300,000 100,000 300,000 100,000 983,935 CHF 328,978 CHF 99.23% 99.23%

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