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 2.31% 0.42 CHF 0.45 CHF 14,000 14,000 89,661 89,661 41,088 CHF 41,993 CHF 98.35% 98.35%
24/09/2024 2.91% 0.37 CHF 0.40 CHF 15,000 15,000 91,662 91,662 32,937 CHF 33,863 CHF 98.40% 98.40%
23/09/2024 2.67% 0.31 CHF 0.34 CHF 15,000 15,000 90,952 90,952 37,113 CHF 38,032 CHF 98.93% 98.93%
20/09/2024 1.68% 0.44 CHF 0.47 CHF 14,000 14,000 86,733 86,733 58,613 CHF 59,489 CHF 98.93% 98.93%
19/09/2024 1.40% 0.73 CHF 0.76 CHF 14,000 14,000 85,622 85,622 64,832 CHF 65,697 CHF 96.72% 96.72%
18/09/2024 1.56% 0.64 CHF 0.67 CHF 14,000 14,000 87,590 87,590 59,445 CHF 60,330 CHF 98.91% 98.91%
12/09/2024 1.23% 0.84 CHF 0.87 CHF 13,000 13,000 83,733 83,733 71,957 CHF 72,802 CHF 98.92% 98.92%
11/09/2024 1.50% 0.70 CHF 0.73 CHF 14,000 14,000 87,136 87,136 61,537 CHF 62,417 CHF 98.86% 98.86%
10/09/2024 1.73% 0.61 CHF 0.64 CHF 14,000 14,000 89,020 89,020 54,296 CHF 55,195 CHF 98.92% 98.92%
09/09/2024 1.53% 0.66 CHF 0.69 CHF 14,000 14,000 87,492 87,492 60,268 CHF 61,152 CHF 98.95% 98.95%

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