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 6.82% 0.14 CHF 0.15 CHF 375,000 375,000 370,849 370,849 52,509 CHF 56,217 CHF 98.78% 98.78%
24/09/2024 6.71% 0.15 CHF 0.16 CHF 350,000 350,000 364,431 364,431 52,512 CHF 56,157 CHF 99.56% 99.56%
23/09/2024 7.10% 0.14 CHF 0.15 CHF 375,000 375,000 384,940 384,940 52,334 CHF 56,184 CHF 99.59% 99.59%
20/09/2024 6.96% 0.14 CHF 0.15 CHF 375,000 375,000 377,833 377,833 52,418 CHF 56,196 CHF 98.32% 98.32%
19/09/2024 6.57% 0.13 CHF 0.14 CHF 375,000 375,000 352,199 352,195 51,848 CHF 55,369 CHF 99.53% 99.53%
18/09/2024 5.45% 0.18 CHF 0.19 CHF 300,000 300,000 300,000 300,000 53,527 CHF 56,527 CHF 100.00% 100.00%
12/09/2024 5.64% 0.17 CHF 0.18 CHF 300,000 300,000 300,000 300,000 51,729 CHF 54,729 CHF 100.00% 100.00%
11/09/2024 5.37% 0.18 CHF 0.19 CHF 300,000 300,000 297,691 297,692 53,909 CHF 56,887 CHF 100.00% 100.00%
10/09/2024 5.57% 0.18 CHF 0.19 CHF 300,000 300,000 300,000 300,000 52,413 CHF 55,413 CHF 99.81% 99.81%
09/09/2024 5.55% 0.18 CHF 0.19 CHF 300,000 300,000 300,000 300,000 52,562 CHF 55,562 CHF 99.61% 99.61%

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