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 3.04% 0.33 CHF 0.34 CHF 175,000 175,000 174,662 174,662 56,627 CHF 58,374 CHF 98.77% 98.77%
24/09/2024 3.55% 0.28 CHF 0.29 CHF 200,000 200,000 196,327 196,327 54,294 CHF 56,257 CHF 99.56% 99.56%
23/09/2024 3.39% 0.29 CHF 0.30 CHF 175,000 175,000 179,602 179,603 52,020 CHF 53,816 CHF 100.00% 100.00%
20/09/2024 3.77% 0.26 CHF 0.27 CHF 200,000 200,000 200,264 200,265 52,096 CHF 54,099 CHF 98.29% 98.29%
19/09/2024 3.30% 0.28 CHF 0.29 CHF 200,000 200,000 179,379 179,379 53,531 CHF 55,325 CHF 99.52% 99.52%
18/09/2024 3.39% 0.28 CHF 0.29 CHF 200,000 200,000 181,236 181,235 52,513 CHF 54,325 CHF 100.00% 100.00%
12/09/2024 2.61% 0.38 CHF 0.39 CHF 150,000 150,000 150,000 150,000 56,708 CHF 58,208 CHF 100.00% 100.00%
11/09/2024 2.68% 0.37 CHF 0.38 CHF 150,000 150,000 150,000 150,000 55,217 CHF 56,717 CHF 100.00% 100.00%
10/09/2024 2.70% 0.39 CHF 0.40 CHF 150,000 150,000 150,000 150,000 54,906 CHF 56,406 CHF 99.78% 99.78%
09/09/2024 2.74% 0.35 CHF 0.36 CHF 150,000 150,000 150,000 150,000 54,054 CHF 55,554 CHF 99.64% 99.64%

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