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 40.30% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,886 CHF 14,943 CHF 94.52% 94.52%
24/09/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 96.59% 96.59%
23/09/2024 41.06% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,602 CHF 14,801 CHF 97.88% 97.88%
20/09/2024 65.91% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,282 CHF 10,141 CHF 98.51% 98.51%
19/09/2024 43.82% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 18,567 CHF 14,284 CHF 99.06% 99.06%
18/09/2024 31.29% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 27,624 CHF 18,812 CHF 97.01% 97.01%
12/09/2024 26.06% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 33,963 CHF 21,982 CHF 97.36% 97.36%
11/09/2024 24.68% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 36,130 CHF 23,065 CHF 98.45% 98.45%
10/09/2024 21.32% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 42,226 CHF 26,113 CHF 98.98% 98.98%
09/09/2024 27.19% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 32,180 CHF 21,090 CHF 97.38% 97.38%

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