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 3.39% 0.29 CHF 0.30 CHF 750,000 250,000 750,000 250,000 217,359 CHF 74,953 CHF 98.24% 98.24%
24/09/2024 3.29% 0.30 CHF 0.31 CHF 750,000 250,000 750,000 250,000 224,432 CHF 77,311 CHF 98.35% 98.35%
23/09/2024 3.22% 0.30 CHF 0.31 CHF 750,000 250,000 750,000 250,000 229,329 CHF 78,943 CHF 97.42% 97.42%
20/09/2024 3.28% 0.30 CHF 0.31 CHF 750,000 250,000 750,000 250,000 224,831 CHF 77,444 CHF 99.31% 99.31%
19/09/2024 3.10% 0.31 CHF 0.32 CHF 750,000 250,000 750,000 250,000 237,979 CHF 81,826 CHF 98.18% 98.18%
18/09/2024 3.34% 0.30 CHF 0.31 CHF 750,000 250,000 750,000 250,000 221,157 CHF 76,219 CHF 98.88% 98.88%
12/09/2024 3.81% 0.28 CHF 0.29 CHF 900,000 300,000 863,197 287,732 222,716 CHF 77,116 CHF 98.20% 98.20%
11/09/2024 4.04% 0.23 CHF 0.24 CHF 900,000 300,000 900,000 300,000 218,679 CHF 75,893 CHF 97.15% 97.15%
10/09/2024 4.53% 0.24 CHF 0.25 CHF 900,000 300,000 900,000 300,000 194,807 CHF 67,936 CHF 96.75% 96.75%
09/09/2024 4.80% 0.21 CHF 0.22 CHF 900,000 300,000 948,561 348,561 192,743 CHF 74,196 CHF 96.83% 96.83%

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