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 3.20% 0.17 CHF 0.17 CHF 154,700 154,700 154,700 154,700 23,792 CHF 24,565 CHF 100.00% 100.00%
25/09/2024 3.71% 0.14 CHF 0.14 CHF 169,000 169,000 169,000 169,000 22,388 CHF 23,233 CHF 100.00% 100.00%
24/09/2024 3.27% 0.14 CHF 0.15 CHF 161,100 161,100 161,100 161,100 24,257 CHF 25,063 CHF 100.00% 100.00%
23/09/2024 3.88% 0.14 CHF 0.14 CHF 211,400 211,400 211,400 211,400 26,772 CHF 27,829 CHF 99.91% 99.91%
20/09/2024 4.05% 0.11 CHF 0.12 CHF 188,300 188,300 188,300 188,300 22,848 CHF 23,790 CHF 100.00% 100.00%
19/09/2024 3.48% 0.13 CHF 0.13 CHF 152,600 152,600 152,598 152,598 21,567 CHF 22,330 CHF 98.15% 98.15%
18/09/2024 3.10% 0.16 CHF 0.16 CHF 153,600 153,600 153,600 153,600 24,431 CHF 25,199 CHF 100.00% 100.00%
12/09/2024 3.63% 0.13 CHF 0.13 CHF 185,000 185,000 184,888 184,888 25,093 CHF 26,018 CHF 100.00% 100.00%
11/09/2024 3.81% 0.12 CHF 0.13 CHF 187,500 187,500 187,500 187,500 24,177 CHF 25,115 CHF 100.00% 100.00%
10/09/2024 3.77% 0.13 CHF 0.14 CHF 172,200 172,200 172,200 172,200 22,435 CHF 23,296 CHF 100.00% 100.00%

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