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
30/10/2024 0.76% 2.39 CHF 2.40 CHF 141,000 141,000 124,050 124,050 286,589 CHF 287,891 CHF 100.00% 100.00%
29/10/2024 0.72% 2.39 CHF 2.40 CHF 141,000 141,000 124,006 124,006 298,347 CHF 299,649 CHF 100.00% 100.00%
28/10/2024 0.73% 2.51 CHF 2.52 CHF 141,000 141,000 124,312 124,312 310,297 CHF 311,600 CHF 99.69% 99.69%
25/10/2024 0.79% 2.33 CHF 2.34 CHF 141,000 141,000 124,032 124,032 279,664 CHF 280,966 CHF 100.00% 100.00%
24/10/2024 0.72% 2.34 CHF 2.35 CHF 141,000 141,000 124,018 124,018 303,638 CHF 304,939 CHF 100.00% 100.00%
23/10/2024 0.74% 2.45 CHF 2.46 CHF 141,000 141,000 124,034 124,034 297,004 CHF 298,306 CHF 100.00% 100.00%
22/10/2024 0.71% 2.40 CHF 2.41 CHF 141,000 141,000 124,038 124,038 308,961 CHF 310,263 CHF 100.00% 100.00%
21/10/2024 0.71% 2.49 CHF 2.50 CHF 141,000 141,000 123,957 123,957 298,540 CHF 299,841 CHF 100.00% 100.00%
18/10/2024 0.68% 2.65 CHF 2.66 CHF 141,000 141,000 124,029 124,029 322,206 CHF 323,508 CHF 100.00% 100.00%
17/10/2024 0.66% 2.65 CHF 2.66 CHF 141,000 141,000 124,021 124,021 331,411 CHF 332,712 CHF 100.00% 100.00%

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