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 0.64% 1.54 CHF 1.55 CHF 140,000 140,000 140,000 140,000 217,614 CHF 219,014 CHF 99.42% 99.42%
24/09/2024 0.62% 1.58 CHF 1.59 CHF 140,000 140,000 140,000 140,000 225,009 CHF 226,409 CHF 99.47% 99.47%
23/09/2024 0.63% 1.58 CHF 1.59 CHF 140,000 140,000 140,000 140,000 221,193 CHF 222,593 CHF 100.00% 100.00%
20/09/2024 0.68% 1.49 CHF 1.50 CHF 140,000 140,000 146,975 146,975 215,342 CHF 216,812 CHF 100.00% 100.00%
19/09/2024 0.66% 1.49 CHF 1.50 CHF 140,000 140,000 140,000 140,000 210,642 CHF 212,042 CHF 97.77% 97.77%
18/09/2024 0.67% 1.50 CHF 1.51 CHF 140,000 140,000 141,342 141,342 210,578 CHF 211,992 CHF 100.00% 100.00%
12/09/2024 0.64% 1.54 CHF 1.55 CHF 140,000 140,000 140,000 140,000 216,669 CHF 218,069 CHF 100.00% 100.00%
11/09/2024 0.66% 1.54 CHF 1.55 CHF 140,000 140,000 139,908 139,908 212,642 CHF 214,042 CHF 100.00% 100.00%
10/09/2024 0.63% 1.56 CHF 1.57 CHF 140,000 140,000 140,000 140,000 222,967 CHF 224,367 CHF 100.00% 100.00%
09/09/2024 0.62% 1.60 CHF 1.61 CHF 140,000 140,000 139,989 139,989 225,295 CHF 226,695 CHF 100.00% 100.00%

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