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
25/10/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,000 CHF 4,000 CHF 99.27% 99.27%
24/10/2024 66.67% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 200,000 15,000 CHF 4,000 CHF 99.03% 99.03%
23/10/2024 40.26% 0.01 CHF 0.02 CHF 1,500,000 200,000 1,500,000 194,201 34,237 CHF 6,243 CHF 98.51% 98.51%
22/10/2024 13.88% 0.07 CHF 0.08 CHF 1,500,000 200,000 1,500,000 200,000 100,999 CHF 15,467 CHF 97.43% 97.43%
21/10/2024 13.58% 0.07 CHF 0.08 CHF 1,500,000 200,000 1,500,000 200,000 103,195 CHF 15,759 CHF 99.27% 99.27%
18/10/2024 12.58% 0.07 CHF 0.08 CHF 1,500,000 200,000 1,500,000 200,000 112,236 CHF 16,965 CHF 99.27% 99.27%
17/10/2024 13.33% 0.07 CHF 0.08 CHF 1,500,000 200,000 1,500,000 200,000 105,066 CHF 16,009 CHF 99.27% 99.27%
16/10/2024 16.97% 0.07 CHF 0.08 CHF 1,500,000 200,000 1,500,000 200,000 81,790 CHF 12,905 CHF 99.04% 99.04%
15/10/2024 14.63% 0.06 CHF 0.07 CHF 1,500,000 200,000 1,500,000 200,000 95,523 CHF 14,736 CHF 99.24% 99.24%
14/10/2024 13.71% 0.07 CHF 0.08 CHF 1,500,000 200,000 1,500,000 200,000 102,333 CHF 15,644 CHF 98.97% 98.97%

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