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 1.99% 0.49 CHF 0.50 CHF 600,000 200,000 600,000 200,000 298,424 CHF 101,475 CHF 98.67% 98.67%
24/09/2024 1.95% 0.51 CHF 0.52 CHF 600,000 200,000 600,000 200,000 304,776 CHF 103,592 CHF 97.34% 97.34%
23/09/2024 1.92% 0.51 CHF 0.52 CHF 600,000 200,000 600,000 200,000 309,216 CHF 105,072 CHF 98.43% 98.43%
20/09/2024 1.97% 0.50 CHF 0.51 CHF 600,000 200,000 600,000 200,000 302,219 CHF 102,740 CHF 99.20% 99.20%
19/09/2024 1.88% 0.52 CHF 0.53 CHF 600,000 200,000 600,000 200,000 316,207 CHF 107,402 CHF 98.43% 98.43%
18/09/2024 2.02% 0.50 CHF 0.51 CHF 600,000 200,000 600,000 200,000 294,515 CHF 100,172 CHF 99.06% 99.06%
12/09/2024 2.30% 0.46 CHF 0.47 CHF 600,000 200,000 600,000 200,000 259,426 CHF 88,475 CHF 98.89% 98.89%
11/09/2024 2.39% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 247,888 CHF 84,629 CHF 97.51% 97.51%
10/09/2024 2.63% 0.41 CHF 0.42 CHF 600,000 200,000 600,000 200,000 225,724 CHF 77,242 CHF 96.87% 96.87%
09/09/2024 2.82% 0.37 CHF 0.38 CHF 600,000 200,000 641,229 213,743 224,275 CHF 76,896 CHF 96.02% 96.02%

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