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 0.57% 1.72 CHF 1.73 CHF 100,000 100,000 100,000 100,000 173,483 CHF 174,483 CHF 99.86% 99.86%
16/10/2024 0.60% 1.72 CHF 1.73 CHF 100,000 100,000 100,000 100,000 167,141 CHF 168,141 CHF 98.75% 98.75%
15/10/2024 0.65% 1.51 CHF 1.52 CHF 100,000 100,000 100,000 100,000 153,849 CHF 154,849 CHF 100.00% 100.00%
14/10/2024 0.64% 1.54 CHF 1.55 CHF 100,000 100,000 100,000 100,000 154,994 CHF 155,994 CHF 99.57% 99.57%
11/10/2024 0.62% 1.59 CHF 1.60 CHF 100,000 100,000 100,000 100,000 160,267 CHF 161,267 CHF 94.50% 94.50%
10/10/2024 0.62% 1.55 CHF 1.56 CHF 100,000 100,000 100,000 100,000 160,151 CHF 161,151 CHF 99.99% 99.99%
09/10/2024 0.64% 1.60 CHF 1.61 CHF 100,000 100,000 100,000 100,000 156,327 CHF 157,327 CHF 100.00% 100.00%
08/10/2024 0.65% 1.54 CHF 1.55 CHF 100,000 100,000 100,000 100,000 153,671 CHF 154,671 CHF 99.83% 99.83%
07/10/2024 0.63% 1.57 CHF 1.58 CHF 100,000 100,000 100,000 100,000 158,555 CHF 159,555 CHF 100.00% 100.00%
04/10/2024 0.64% 1.54 CHF 1.55 CHF 100,000 100,000 100,000 100,000 155,781 CHF 156,781 CHF 100.00% 100.00%

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