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 15.66% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 59,029 CHF 34,514 CHF 98.87% 98.87%
24/09/2024 15.39% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 59,970 CHF 34,985 CHF 98.48% 98.48%
23/09/2024 15.16% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 61,119 CHF 35,560 CHF 98.43% 98.43%
20/09/2024 15.40% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 59,964 CHF 34,982 CHF 99.31% 99.31%
19/09/2024 13.94% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 67,042 CHF 38,521 CHF 99.03% 99.03%
18/09/2024 15.38% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 60,000 CHF 35,000 CHF 98.76% 98.76%
12/09/2024 18.51% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 50,428 CHF 30,214 CHF 98.44% 98.44%
11/09/2024 19.36% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 47,080 CHF 28,540 CHF 97.32% 97.32%
10/09/2024 21.85% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,966 CHF 25,483 CHF 97.66% 97.66%
09/09/2024 26.16% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 33,801 CHF 21,900 CHF 96.96% 96.96%

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