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 1.96% 0.49 CHF 0.50 CHF 110,000 50,000 100,897 50,000 51,034 CHF 25,797 CHF 99.51% 99.51%
24/09/2024 1.96% 0.51 CHF 0.52 CHF 100,000 50,000 101,291 50,000 51,135 CHF 25,754 CHF 100.00% 100.00%
23/09/2024 2.02% 0.50 CHF 0.51 CHF 100,000 50,000 107,699 50,000 52,739 CHF 24,999 CHF 100.00% 100.00%
20/09/2024 1.88% 0.50 CHF 0.51 CHF 100,000 50,000 99,956 50,000 52,700 CHF 26,862 CHF 89.67% 89.67%
19/09/2024 1.74% 0.57 CHF 0.58 CHF 90,000 50,000 90,000 50,000 51,142 CHF 28,912 CHF 99.34% 99.34%
18/09/2024 1.81% 0.54 CHF 0.55 CHF 100,000 50,000 98,320 50,000 53,918 CHF 27,929 CHF 96.61% 96.61%
12/09/2024 1.74% 0.55 CHF 0.56 CHF 100,000 50,000 91,763 50,000 52,281 CHF 29,006 CHF 98.41% 98.41%
11/09/2024 1.77% 0.56 CHF 0.57 CHF 90,000 50,000 94,250 50,000 52,618 CHF 28,436 CHF 98.88% 98.88%
10/09/2024 1.72% 0.56 CHF 0.57 CHF 90,000 50,000 90,311 50,000 52,176 CHF 29,391 CHF 100.00% 100.00%
09/09/2024 1.73% 0.58 CHF 0.59 CHF 90,000 50,000 90,000 50,000 51,617 CHF 29,176 CHF 100.00% 100.00%

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