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
17/10/2024 0.72% 1.39 CHF 1.40 CHF 25,000 25,000 24,767 24,767 34,611 CHF 34,859 CHF 100.00% 100.00%
16/10/2024 0.72% 1.39 CHF 1.40 CHF 25,000 25,000 24,765 24,765 34,747 CHF 34,995 CHF 100.00% 100.00%
15/10/2024 0.71% 1.40 CHF 1.41 CHF 25,000 25,000 24,578 24,578 35,017 CHF 35,264 CHF 100.00% 100.00%
14/10/2024 0.67% 1.53 CHF 1.54 CHF 24,000 24,000 23,775 23,775 35,786 CHF 36,024 CHF 100.00% 100.00%
11/10/2024 0.67% 1.50 CHF 1.51 CHF 24,000 24,000 23,774 23,774 35,554 CHF 35,792 CHF 100.00% 100.00%
10/10/2024 0.69% 1.48 CHF 1.49 CHF 24,000 24,000 24,133 24,133 35,018 CHF 35,260 CHF 100.00% 100.00%
09/10/2024 0.75% 1.39 CHF 1.40 CHF 25,000 25,000 24,786 24,786 33,483 CHF 33,731 CHF 100.00% 100.00%
08/10/2024 0.79% 1.25 CHF 1.26 CHF 26,000 26,000 25,757 25,757 32,713 CHF 32,971 CHF 100.00% 100.00%
07/10/2024 0.80% 1.26 CHF 1.27 CHF 26,000 26,000 25,755 25,755 32,532 CHF 32,790 CHF 100.00% 100.00%
04/10/2024 0.83% 1.24 CHF 1.24 CHF 26,000 26,000 27,124 27,124 33,105 CHF 33,377 CHF 88.54% 100.00%

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