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 2.03% 0.53 CHF 0.54 CHF 300,000 100,000 300,000 100,000 146,213 CHF 49,738 CHF 99.12% 99.12%
24/09/2024 2.63% 0.39 CHF 0.40 CHF 300,000 100,000 300,000 100,000 112,530 CHF 38,510 CHF 98.38% 98.38%
23/09/2024 2.56% 0.39 CHF 0.40 CHF 300,000 100,000 300,000 100,000 115,758 CHF 39,586 CHF 98.83% 98.83%
20/09/2024 3.07% 0.34 CHF 0.35 CHF 300,000 100,000 300,000 100,000 96,585 CHF 33,195 CHF 98.75% 98.75%
19/09/2024 2.67% 0.36 CHF 0.37 CHF 300,000 100,000 300,000 100,000 111,185 CHF 38,062 CHF 99.26% 99.26%
18/09/2024 2.43% 0.40 CHF 0.41 CHF 300,000 100,000 300,000 100,000 122,186 CHF 41,729 CHF 99.30% 99.30%
12/09/2024 2.03% 0.49 CHF 0.50 CHF 300,000 100,000 300,000 100,000 146,111 CHF 49,704 CHF 98.60% 98.60%
11/09/2024 1.88% 0.52 CHF 0.53 CHF 300,000 100,000 300,000 100,000 158,032 CHF 53,678 CHF 98.93% 98.93%
10/09/2024 1.75% 0.60 CHF 0.61 CHF 300,000 100,000 300,000 100,000 170,218 CHF 57,739 CHF 97.05% 97.05%
09/09/2024 1.56% 0.62 CHF 0.63 CHF 300,000 100,000 300,000 100,000 190,563 CHF 64,521 CHF 98.85% 98.85%

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