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 66.50% 0.02 CHF 0.03 CHF 500,000 50,000 189,952 33,682 3,689 CHF 1,010 CHF 99.43% 99.43%
24/10/2024 79.21% 0.01 CHF 0.03 CHF 25,000 25,000 24,865 24,865 362 CHF 805 CHF 98.78% 98.78%
23/10/2024 33.00% 0.02 CHF 0.04 CHF 25,000 25,000 233,427 35,970 7,396 CHF 1,553 CHF 90.18% 90.18%
22/10/2024 13.20% 0.07 CHF 0.08 CHF 500,000 50,000 500,000 50,000 35,418 CHF 4,042 CHF 99.06% 99.06%
21/10/2024 13.09% 0.07 CHF 0.08 CHF 500,000 50,000 500,000 50,000 35,768 CHF 4,077 CHF 99.90% 99.90%
18/10/2024 12.04% 0.08 CHF 0.09 CHF 500,000 50,000 500,000 50,000 39,126 CHF 4,413 CHF 78.14% 78.14%
17/10/2024 14.25% 0.07 CHF 0.08 CHF 500,000 50,000 500,000 50,000 33,112 CHF 3,811 CHF 81.94% 81.94%
16/10/2024 20.09% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 22,636 CHF 2,764 CHF 89.58% 89.58%
15/10/2024 16.82% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 27,440 CHF 3,244 CHF 92.63% 92.63%
14/10/2024 16.92% 0.06 CHF 0.07 CHF 500,000 50,000 500,000 50,000 27,260 CHF 3,226 CHF 97.55% 97.55%

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