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 3.20% 0.30 CHF 0.31 CHF 203,100 203,100 202,261 202,261 62,333 CHF 64,356 CHF 99.51% 99.51%
24/09/2024 3.10% 0.32 CHF 0.33 CHF 186,700 186,700 185,927 185,927 59,150 CHF 61,009 CHF 99.48% 99.48%
23/09/2024 2.78% 0.37 CHF 0.38 CHF 181,700 181,700 180,952 180,952 64,168 CHF 65,978 CHF 100.00% 100.00%
20/09/2024 2.75% 0.36 CHF 0.37 CHF 251,700 251,700 250,662 250,662 90,045 CHF 92,551 CHF 100.00% 100.00%
19/09/2024 3.35% 0.28 CHF 0.29 CHF 175,400 175,400 176,375 176,375 51,995 CHF 53,759 CHF 97.78% 97.78%
18/09/2024 2.76% 0.36 CHF 0.37 CHF 189,900 189,900 189,120 189,120 67,674 CHF 69,565 CHF 100.00% 100.00%
12/09/2024 2.40% 0.38 CHF 0.39 CHF 130,900 130,900 132,429 132,429 54,861 CHF 56,186 CHF 99.99% 99.99%
11/09/2024 1.93% 0.49 CHF 0.50 CHF 115,200 115,200 114,725 114,725 59,088 CHF 60,235 CHF 100.00% 100.00%
10/09/2024 1.85% 0.57 CHF 0.58 CHF 145,100 145,100 139,976 139,976 75,205 CHF 76,604 CHF 100.00% 100.00%
09/09/2024 1.94% 0.48 CHF 0.49 CHF 179,200 179,200 178,575 178,575 91,376 CHF 93,162 CHF 100.00% 100.00%

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