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 1.83% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 54,179 CHF 55,179 CHF 98.62% 98.62%
24/09/2024 1.89% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 52,459 CHF 53,459 CHF 99.03% 99.03%
23/09/2024 1.70% 0.53 CHF 0.54 CHF 100,000 100,000 100,264 100,264 58,616 CHF 59,618 CHF 98.58% 98.58%
20/09/2024 1.90% 0.56 CHF 0.57 CHF 100,000 100,000 100,533 100,533 52,424 CHF 53,429 CHF 97.65% 97.65%
19/09/2024 1.88% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 52,673 CHF 53,673 CHF 99.38% 99.38%
18/09/2024 1.67% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 59,504 CHF 60,504 CHF 99.24% 99.24%
12/09/2024 1.48% 0.68 CHF 0.69 CHF 75,000 75,000 83,002 83,002 55,570 CHF 56,400 CHF 99.01% 99.01%
11/09/2024 1.47% 0.69 CHF 0.70 CHF 75,000 75,000 75,000 75,000 50,801 CHF 51,551 CHF 99.22% 99.22%
10/09/2024 1.40% 0.69 CHF 0.70 CHF 75,000 75,000 75,000 75,000 53,045 CHF 53,795 CHF 98.55% 98.55%
09/09/2024 1.49% 0.69 CHF 0.70 CHF 75,000 75,000 85,662 85,662 56,899 CHF 57,756 CHF 99.04% 99.04%

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