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 4.74% 0.21 CHF 0.22 CHF 250,000 250,000 252,603 252,604 52,039 CHF 54,565 CHF 98.76% 98.76%
24/09/2024 4.80% 0.20 CHF 0.21 CHF 250,000 250,000 250,495 250,493 50,975 CHF 53,479 CHF 99.55% 99.55%
23/09/2024 4.87% 0.20 CHF 0.21 CHF 250,000 250,000 251,523 251,521 50,388 CHF 52,903 CHF 100.00% 100.00%
20/09/2024 4.36% 0.23 CHF 0.24 CHF 225,000 225,000 240,156 240,156 53,865 CHF 56,266 CHF 98.28% 98.28%
19/09/2024 4.67% 0.22 CHF 0.23 CHF 250,000 250,000 249,292 249,291 52,249 CHF 54,742 CHF 99.52% 99.52%
18/09/2024 4.41% 0.23 CHF 0.24 CHF 225,000 225,000 244,024 244,024 54,150 CHF 56,590 CHF 100.00% 100.00%
12/09/2024 5.11% 0.19 CHF 0.20 CHF 275,000 275,000 274,227 274,227 52,244 CHF 54,986 CHF 100.00% 100.00%
11/09/2024 4.90% 0.19 CHF 0.20 CHF 250,000 250,000 254,306 254,309 50,584 CHF 53,128 CHF 100.00% 100.00%
10/09/2024 5.00% 0.19 CHF 0.20 CHF 275,000 275,000 262,304 262,303 51,100 CHF 53,723 CHF 99.81% 99.81%
09/09/2024 4.86% 0.21 CHF 0.22 CHF 250,000 250,000 251,005 251,005 50,418 CHF 52,928 CHF 99.68% 99.68%

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