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 1.57% 0.66 CHF 0.67 CHF 100,000 100,000 98,150 98,150 61,977 CHF 62,958 CHF 98.50% 98.50%
24/09/2024 1.58% 0.63 CHF 0.64 CHF 100,000 100,000 100,000 100,000 62,636 CHF 63,636 CHF 99.15% 99.15%
23/09/2024 1.66% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 59,727 CHF 60,727 CHF 98.60% 98.60%
20/09/2024 1.83% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 54,202 CHF 55,202 CHF 95.89% 95.89%
19/09/2024 1.80% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 55,144 CHF 56,144 CHF 99.48% 99.48%
18/09/2024 2.02% 0.49 CHF 0.50 CHF 100,000 100,000 119,760 119,760 58,543 CHF 59,740 CHF 99.23% 99.23%
12/09/2024 2.17% 0.57 CHF 0.58 CHF 100,000 100,000 123,617 123,617 56,207 CHF 57,443 CHF 98.32% 98.32%
11/09/2024 3.33% 0.31 CHF 0.32 CHF 175,000 175,000 176,776 176,764 52,221 CHF 53,985 CHF 98.94% 98.94%
10/09/2024 4.25% 0.27 CHF 0.28 CHF 200,000 200,000 234,512 234,512 53,942 CHF 56,288 CHF 98.62% 98.62%
09/09/2024 4.26% 0.19 CHF 0.20 CHF 250,000 250,000 229,265 229,264 52,690 CHF 54,982 CHF 98.45% 98.45%

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