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 3.39% 0.27 CHF 0.28 CHF 750,000 250,000 665,018 221,673 192,705 CHF 66,452 CHF 99.37% 99.37%
24/09/2024 2.92% 0.33 CHF 0.34 CHF 600,000 200,000 600,000 200,000 202,221 CHF 69,407 CHF 99.45% 99.45%
23/09/2024 3.23% 0.31 CHF 0.32 CHF 600,000 200,000 605,014 201,671 184,250 CHF 63,433 CHF 99.40% 99.40%
20/09/2024 3.27% 0.30 CHF 0.31 CHF 600,000 200,000 620,613 206,871 186,679 CHF 64,295 CHF 99.35% 99.35%
19/09/2024 3.13% 0.32 CHF 0.33 CHF 600,000 200,000 600,000 200,000 189,021 CHF 65,007 CHF 99.52% 99.52%
18/09/2024 3.61% 0.27 CHF 0.28 CHF 750,000 250,000 750,000 250,000 204,167 CHF 70,556 CHF 99.60% 99.60%
12/09/2024 3.69% 0.27 CHF 0.28 CHF 750,000 250,000 750,000 250,000 199,636 CHF 69,046 CHF 99.57% 99.57%
11/09/2024 3.96% 0.25 CHF 0.26 CHF 750,000 250,000 750,000 250,000 185,586 CHF 64,362 CHF 99.22% 99.22%
10/09/2024 3.82% 0.24 CHF 0.25 CHF 750,000 250,000 750,000 250,000 193,146 CHF 66,882 CHF 99.44% 99.44%
09/09/2024 3.82% 0.27 CHF 0.28 CHF 750,000 250,000 750,000 250,000 192,612 CHF 66,704 CHF 99.38% 99.38%

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