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 18.18% 0.03 CHF 0.03 CHF 908,400 908,400 908,400 908,400 22,710 CHF 27,252 CHF 100.00% 100.00%
25/09/2024 22.19% 0.02 CHF 0.03 CHF 992,600 992,600 992,600 992,600 19,888 CHF 24,851 CHF 100.00% 100.00%
24/09/2024 18.55% 0.03 CHF 0.03 CHF 946,200 946,200 946,200 946,200 23,226 CHF 27,957 CHF 100.00% 100.00%
23/09/2024 22.05% 0.02 CHF 0.03 CHF 1,242,000 1,242,000 1,242,000 1,242,000 25,108 CHF 31,318 CHF 99.92% 99.92%
20/09/2024 22.41% 0.02 CHF 0.02 CHF 1,106,000 1,106,000 1,106,000 1,106,000 21,960 CHF 27,490 CHF 100.00% 100.00%
19/09/2024 19.83% 0.02 CHF 0.03 CHF 896,100 896,100 896,085 896,085 20,578 CHF 25,059 CHF 98.15% 98.15%
18/09/2024 18.18% 0.03 CHF 0.03 CHF 902,100 902,100 902,100 902,100 22,553 CHF 27,063 CHF 100.00% 100.00%
12/09/2024 22.11% 0.02 CHF 0.03 CHF 1,086,800 1,086,800 1,086,150 1,086,150 21,893 CHF 27,327 CHF 100.00% 100.00%
11/09/2024 22.22% 0.02 CHF 0.03 CHF 1,101,500 1,101,500 1,101,500 1,101,500 22,030 CHF 27,538 CHF 100.00% 100.00%
10/09/2024 22.22% 0.02 CHF 0.03 CHF 1,011,600 1,011,600 1,011,600 1,011,600 20,232 CHF 25,290 CHF 100.00% 100.00%

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