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 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,000 CHF 8,750 CHF 98.59% 98.59%
24/09/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,493 250,000 24,812 CHF 8,750 CHF 99.05% 99.05%
23/09/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,000 CHF 8,750 CHF 98.59% 98.59%
20/09/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 992,121 250,000 24,803 CHF 8,750 CHF 97.60% 97.60%
19/09/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 995,729 250,000 24,893 CHF 8,750 CHF 99.39% 99.39%
18/09/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 995,557 250,000 24,889 CHF 8,750 CHF 99.24% 99.24%
12/09/2024 33.33% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,061 250,000 24,827 CHF 8,750 CHF 99.03% 99.03%
11/09/2024 33.73% 0.03 CHF 0.04 CHF 1,000,000 250,000 996,277 250,000 24,627 CHF 8,675 CHF 99.19% 99.19%
10/09/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,000 CHF 7,500 CHF 98.56% 98.56%
09/09/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,000 CHF 7,500 CHF 98.86% 98.86%

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