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
17/10/2024 0.80% 1.24 CHF 1.25 CHF 140,000 140,000 133,726 133,726 166,432 CHF 167,770 CHF 100.00% 100.00%
16/10/2024 0.80% 1.24 CHF 1.25 CHF 140,000 140,000 133,036 133,036 166,126 CHF 167,456 CHF 100.00% 100.00%
15/10/2024 0.78% 1.25 CHF 1.26 CHF 130,000 130,000 131,735 131,735 167,384 CHF 168,701 CHF 100.00% 100.00%
14/10/2024 0.74% 1.38 CHF 1.39 CHF 130,000 130,000 130,000 130,000 176,066 CHF 177,366 CHF 99.47% 99.47%
11/10/2024 0.74% 1.35 CHF 1.36 CHF 130,000 130,000 130,000 130,000 174,828 CHF 176,128 CHF 99.76% 99.76%
10/10/2024 0.77% 1.33 CHF 1.34 CHF 130,000 130,000 130,000 130,000 168,878 CHF 170,178 CHF 100.00% 100.00%
09/10/2024 0.83% 1.23 CHF 1.24 CHF 140,000 140,000 140,000 140,000 167,593 CHF 168,993 CHF 99.85% 99.85%
08/10/2024 0.90% 1.10 CHF 1.11 CHF 140,000 140,000 139,643 139,643 155,548 CHF 156,948 CHF 100.00% 100.00%
07/10/2024 0.90% 1.10 CHF 1.11 CHF 140,000 140,000 140,000 140,000 154,853 CHF 156,253 CHF 100.00% 100.00%
04/10/2024 0.94% 1.08 CHF 1.09 CHF 140,000 140,000 140,000 140,000 148,907 CHF 150,307 CHF 99.69% 99.69%

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