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 0.48% 94.95 % 95.45 % 500,000 500,000 500,000 500,000 471,815 CHF 474,103 CHF 99.38% 99.38%
24/09/2024 0.48% 93.95 % 94.40 % 500,000 500,000 500,000 500,000 470,510 CHF 472,760 CHF 99.38% 99.38%
23/09/2024 0.48% 93.20 % 93.65 % 500,000 500,000 500,000 500,000 466,988 CHF 469,238 CHF 99.38% 99.38%
20/09/2024 0.48% 93.55 % 94.00 % 500,000 500,000 500,000 500,000 468,500 CHF 470,750 CHF 99.37% 99.37%
19/09/2024 0.52% 95.90 % 96.40 % 500,000 500,000 499,968 500,000 476,512 CHF 479,015 CHF 99.37% 99.37%
18/09/2024 0.48% 94.00 % 94.45 % 500,000 500,000 500,000 500,000 469,829 CHF 472,079 CHF 99.37% 99.37%
12/09/2024 0.48% 93.60 % 94.05 % 500,000 500,000 500,000 500,000 468,549 CHF 470,799 CHF 99.30% 99.30%
11/09/2024 0.48% 93.05 % 93.50 % 500,000 500,000 500,000 499,967 466,141 CHF 468,360 CHF 99.38% 99.38%
10/09/2024 0.48% 92.85 % 93.30 % 500,000 500,000 500,000 500,000 464,688 CHF 466,938 CHF 99.23% 99.23%
09/09/2024 0.48% 92.10 % 92.55 % 500,000 500,000 500,000 500,000 463,210 CHF 465,460 CHF 99.17% 99.17%

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