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 0.32% 3.02 CHF 3.03 CHF 86,000 86,000 86,826 86,826 267,453 CHF 268,321 CHF 100.00% 100.00%
24/09/2024 0.32% 3.09 CHF 3.10 CHF 88,000 88,000 87,357 87,357 268,977 CHF 269,851 CHF 100.00% 100.00%
23/09/2024 0.32% 3.17 CHF 3.18 CHF 88,000 88,000 87,748 87,748 274,606 CHF 275,483 CHF 100.00% 100.00%
20/09/2024 0.32% 3.26 CHF 3.27 CHF 89,000 89,000 87,197 87,197 270,623 CHF 271,495 CHF 100.00% 100.00%
19/09/2024 0.33% 2.93 CHF 2.94 CHF 85,000 85,000 85,939 85,939 256,292 CHF 257,152 CHF 98.11% 98.11%
18/09/2024 0.32% 3.19 CHF 3.20 CHF 89,000 89,000 89,035 89,035 281,477 CHF 282,368 CHF 99.19% 99.19%
12/09/2024 0.32% 3.12 CHF 3.13 CHF 88,000 88,000 87,742 87,742 270,699 CHF 271,577 CHF 99.99% 99.99%
11/09/2024 0.30% 3.34 CHF 3.35 CHF 92,000 92,000 92,058 92,058 307,980 CHF 308,901 CHF 100.00% 100.00%
10/09/2024 0.28% 3.56 CHF 3.57 CHF 95,000 95,000 87,866 87,866 309,167 CHF 310,045 CHF 100.00% 100.00%
09/09/2024 0.29% 3.57 CHF 3.58 CHF 95,000 95,000 92,454 92,454 313,216 CHF 314,140 CHF 100.00% 100.00%

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