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 23.70% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 37,342 CHF 11,836 CHF 98.62% 98.62%
24/09/2024 22.64% 0.04 CHF 0.05 CHF 1,000,000 250,000 993,069 250,000 38,969 CHF 12,312 CHF 99.03% 99.03%
23/09/2024 26.48% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 33,219 CHF 10,805 CHF 98.58% 98.58%
20/09/2024 22.78% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,752 250,000 38,770 CHF 12,274 CHF 97.64% 97.64%
19/09/2024 22.35% 0.04 CHF 0.05 CHF 1,000,000 250,000 996,493 250,000 39,629 CHF 12,442 CHF 99.39% 99.39%
18/09/2024 25.42% 0.04 CHF 0.05 CHF 1,000,000 250,000 996,197 250,000 34,278 CHF 11,103 CHF 99.24% 99.24%
12/09/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,669 250,000 29,810 CHF 10,000 CHF 98.99% 98.99%
11/09/2024 29.27% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 29,266 CHF 9,817 CHF 99.21% 99.21%
10/09/2024 31.87% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 26,538 CHF 9,135 CHF 98.54% 98.54%
09/09/2024 29.82% 0.03 CHF 0.04 CHF 1,000,000 250,000 997,405 250,000 28,610 CHF 9,672 CHF 99.05% 99.05%

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