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 2.17% 0.46 CHF 0.47 CHF 600,000 200,000 600,000 200,000 273,858 CHF 93,286 CHF 84.01% 84.01%
24/09/2024 2.20% 0.46 CHF 0.47 CHF 600,000 200,000 600,000 200,000 269,930 CHF 91,977 CHF 91.58% 91.58%
23/09/2024 2.14% 0.45 CHF 0.46 CHF 600,000 200,000 600,000 200,000 277,173 CHF 94,391 CHF 91.82% 91.82%
20/09/2024 2.08% 0.46 CHF 0.47 CHF 600,000 200,000 600,000 200,000 285,156 CHF 97,052 CHF 92.71% 92.71%
19/09/2024 1.85% 0.51 CHF 0.52 CHF 600,000 200,000 600,000 200,000 321,522 CHF 109,174 CHF 96.58% 96.58%
18/09/2024 1.85% 0.53 CHF 0.54 CHF 600,000 200,000 600,000 200,000 320,628 CHF 108,876 CHF 91.92% 91.92%
12/09/2024 1.97% 0.50 CHF 0.51 CHF 600,000 200,000 600,000 200,000 302,059 CHF 102,686 CHF 96.27% 96.27%
11/09/2024 1.97% 0.51 CHF 0.52 CHF 600,000 200,000 600,000 200,000 302,329 CHF 102,776 CHF 94.01% 94.01%
10/09/2024 2.03% 0.50 CHF 0.51 CHF 600,000 200,000 600,000 200,000 292,055 CHF 99,352 CHF 91.95% 91.95%
09/09/2024 2.08% 0.48 CHF 0.49 CHF 600,000 200,000 600,000 200,000 286,168 CHF 97,389 CHF 93.27% 93.27%

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