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 1.60% 0.61 CHF 0.62 CHF 305,000 305,000 304,102 304,102 188,025 CHF 191,066 CHF 96.88% 96.88%
24/09/2024 1.51% 0.66 CHF 0.67 CHF 310,000 310,000 309,575 309,575 203,823 CHF 206,919 CHF 93.30% 93.30%
23/09/2024 1.37% 0.72 CHF 0.73 CHF 315,000 315,000 314,688 314,688 227,407 CHF 230,554 CHF 97.70% 97.70%
20/09/2024 1.41% 0.73 CHF 0.74 CHF 315,000 315,000 313,358 313,358 220,853 CHF 223,986 CHF 97.90% 97.90%
19/09/2024 1.46% 0.68 CHF 0.69 CHF 315,000 315,000 310,308 310,308 210,963 CHF 214,066 CHF 92.98% 92.98%
18/09/2024 1.35% 0.75 CHF 0.76 CHF 320,000 320,000 318,613 318,613 234,932 CHF 238,118 CHF 95.12% 95.12%
12/09/2024 1.30% 0.77 CHF 0.78 CHF 325,000 325,000 320,666 320,666 245,614 CHF 248,821 CHF 92.73% 92.73%
11/09/2024 1.26% 0.81 CHF 0.82 CHF 330,000 330,000 326,819 326,819 258,696 CHF 261,967 CHF 92.11% 92.11%
10/09/2024 1.24% 0.80 CHF 0.81 CHF 330,000 330,000 327,781 327,781 263,282 CHF 266,560 CHF 92.45% 92.45%
09/09/2024 1.26% 0.80 CHF 0.81 CHF 330,000 330,000 325,069 325,069 256,891 CHF 260,142 CHF 94.58% 94.58%

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