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 13.66% 0.07 CHF 0.08 CHF 725,000 375,000 743,071 382,940 50,703 CHF 29,969 CHF 98.74% 98.74%
24/09/2024 16.66% 0.06 CHF 0.07 CHF 925,000 475,000 918,551 472,850 50,536 CHF 30,743 CHF 99.06% 99.06%
23/09/2024 18.48% 0.05 CHF 0.06 CHF 925,000 475,000 991,846 436,583 48,805 CHF 26,076 CHF 98.60% 98.60%
20/09/2024 18.34% 0.05 CHF 0.06 CHF 1,000,000 500,000 992,445 478,830 49,196 CHF 28,592 CHF 97.63% 97.63%
19/09/2024 18.18% 0.05 CHF 0.06 CHF 1,000,000 500,000 996,285 497,344 49,814 CHF 29,841 CHF 99.38% 99.38%
18/09/2024 20.00% 0.05 CHF 0.06 CHF 1,000,000 250,000 996,016 250,000 44,821 CHF 13,750 CHF 99.24% 99.24%
12/09/2024 23.52% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,346 250,000 37,400 CHF 11,917 CHF 99.04% 99.04%
11/09/2024 25.00% 0.04 CHF 0.05 CHF 1,000,000 250,000 996,707 250,000 34,885 CHF 11,250 CHF 99.21% 99.21%
10/09/2024 25.35% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 34,677 CHF 11,169 CHF 98.56% 98.56%
09/09/2024 23.26% 0.04 CHF 0.05 CHF 1,000,000 250,000 995,971 250,000 37,963 CHF 12,031 CHF 99.08% 99.08%

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