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 1.36% 0.75 CHF 0.76 CHF 70,000 50,000 73,973 50,000 54,140 CHF 37,164 CHF 88.31% 88.31%
24/09/2024 1.43% 0.69 CHF 0.70 CHF 80,000 50,000 80,000 50,000 55,466 CHF 35,166 CHF 100.00% 100.00%
23/09/2024 1.60% 0.69 CHF 0.70 CHF 80,000 50,000 79,543 50,000 55,093 CHF 35,197 CHF 100.00% 100.00%
20/09/2024 1.81% 0.73 CHF 0.74 CHF 70,000 50,000 72,110 50,000 51,905 CHF 36,664 CHF 89.67% 89.67%
19/09/2024 3.29% 0.68 CHF 0.70 CHF 25,000 25,000 25,000 25,000 17,384 CHF 17,967 CHF 93.27% 93.27%
18/09/2024 1.99% 0.62 CHF 0.63 CHF 90,000 50,000 82,563 50,000 51,901 CHF 32,076 CHF 97.61% 97.61%
12/09/2024 1.88% 0.67 CHF 0.68 CHF 80,000 50,000 80,000 50,000 54,051 CHF 34,423 CHF 97.86% 97.86%
11/09/2024 1.99% 0.67 CHF 0.69 CHF 80,000 50,000 80,000 50,000 53,358 CHF 34,018 CHF 99.03% 99.03%
10/09/2024 1.93% 0.66 CHF 0.67 CHF 80,000 50,000 80,000 50,000 53,779 CHF 34,265 CHF 96.77% 96.77%
09/09/2024 2.28% 0.64 CHF 0.66 CHF 80,000 50,000 80,000 50,000 52,884 CHF 33,815 CHF 100.00% 100.00%

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