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 1.09% 0.92 CHF 0.93 CHF 500,000 100,000 500,000 100,000 455,938 CHF 92,188 CHF 98.82% 98.82%
25/09/2024 1.13% 0.88 CHF 0.89 CHF 500,000 100,000 500,000 100,000 439,797 CHF 88,959 CHF 99.27% 99.27%
24/09/2024 1.15% 0.86 CHF 0.87 CHF 500,000 100,000 500,000 100,000 431,741 CHF 87,348 CHF 99.27% 99.27%
23/09/2024 1.13% 0.87 CHF 0.88 CHF 500,000 100,000 500,000 100,000 440,317 CHF 89,063 CHF 99.27% 99.27%
20/09/2024 1.13% 0.88 CHF 0.89 CHF 500,000 100,000 500,000 100,000 440,497 CHF 89,099 CHF 99.27% 99.27%
19/09/2024 1.09% 0.90 CHF 0.91 CHF 500,000 100,000 500,000 99,998 457,054 CHF 92,409 CHF 99.25% 99.25%
18/09/2024 1.11% 0.91 CHF 0.92 CHF 500,000 100,000 500,000 100,000 449,892 CHF 90,978 CHF 99.27% 99.27%
12/09/2024 1.19% 0.83 CHF 0.84 CHF 500,000 100,000 500,000 100,000 418,442 CHF 84,688 CHF 99.27% 99.27%
11/09/2024 1.19% 0.85 CHF 0.86 CHF 500,000 100,000 500,000 100,000 418,862 CHF 84,772 CHF 99.27% 99.27%
10/09/2024 1.16% 0.84 CHF 0.85 CHF 500,000 100,000 500,000 100,000 428,618 CHF 86,724 CHF 99.05% 99.05%

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