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 3.23% 0.38 CHF 0.39 CHF 250,000 250,000 163,467 129,415 62,342 CHF 50,947 CHF 99.66% 99.66%
24/09/2024 3.40% 0.38 CHF 0.39 CHF 250,000 250,000 163,121 130,578 61,956 CHF 51,166 CHF 97.57% 97.57%
23/09/2024 3.16% 0.38 CHF 0.39 CHF 250,000 250,000 165,693 131,118 61,273 CHF 50,251 CHF 94.19% 94.19%
20/09/2024 3.23% 0.34 CHF 0.35 CHF 250,000 250,000 162,549 128,172 58,817 CHF 47,654 CHF 95.94% 95.94%
19/09/2024 3.54% 0.36 CHF 0.37 CHF 250,000 250,000 179,761 128,593 59,051 CHF 44,106 CHF 99.02% 99.02%
18/09/2024 4.03% 0.28 CHF 0.29 CHF 250,000 250,000 204,025 132,174 55,310 CHF 37,319 CHF 91.02% 91.02%
12/09/2024 4.47% 0.24 CHF 0.25 CHF 250,000 250,000 219,470 129,557 52,548 CHF 32,465 CHF 99.40% 99.40%
11/09/2024 4.81% 0.22 CHF 0.23 CHF 250,000 250,000 234,072 129,451 51,333 CHF 29,671 CHF 99.49% 99.49%
10/09/2024 5.58% 0.21 CHF 0.22 CHF 250,000 250,000 224,658 129,777 50,688 CHF 30,235 CHF 98.43% 98.43%
09/09/2024 4.83% 0.24 CHF 0.25 CHF 250,000 250,000 224,448 135,395 53,162 CHF 33,850 CHF 82.88% 82.88%

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