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
26/09/2024 1.22% 0.85 CHF 0.86 CHF 42,400 42,400 42,400 42,400 34,501 CHF 34,925 CHF 100.00% 100.00%
25/09/2024 1.35% 0.77 CHF 0.78 CHF 44,900 44,900 44,900 44,900 33,026 CHF 33,475 CHF 100.00% 100.00%
24/09/2024 1.25% 0.78 CHF 0.79 CHF 43,600 43,600 43,600 43,600 34,820 CHF 35,256 CHF 100.00% 100.00%
23/09/2024 1.40% 0.75 CHF 0.76 CHF 52,200 52,200 52,200 52,200 37,082 CHF 37,604 CHF 99.91% 99.91%
20/09/2024 1.45% 0.64 CHF 0.65 CHF 48,600 48,600 48,600 48,600 33,412 CHF 33,898 CHF 100.00% 100.00%
19/09/2024 1.32% 0.69 CHF 0.70 CHF 42,700 42,700 42,699 42,699 32,235 CHF 32,662 CHF 98.15% 98.15%
18/09/2024 1.22% 0.80 CHF 0.81 CHF 42,900 42,900 42,900 42,900 34,979 CHF 35,408 CHF 100.00% 100.00%
12/09/2024 1.36% 0.70 CHF 0.71 CHF 48,600 48,600 48,569 48,569 35,563 CHF 36,049 CHF 100.00% 100.00%
11/09/2024 1.41% 0.67 CHF 0.68 CHF 49,000 49,000 49,000 49,000 34,647 CHF 35,137 CHF 100.00% 100.00%
10/09/2024 1.40% 0.71 CHF 0.72 CHF 46,400 46,400 46,400 46,400 32,848 CHF 33,312 CHF 100.00% 100.00%

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