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 1.74% 0.65 CHF 0.66 CHF 80,000 20,000 80,615 20,000 51,140 CHF 12,913 CHF 99.51% 99.51%
24/09/2024 1.54% 0.66 CHF 0.67 CHF 80,000 20,000 81,242 20,000 52,360 CHF 13,098 CHF 100.00% 100.00%
23/09/2024 1.55% 0.63 CHF 0.64 CHF 80,000 20,000 81,042 20,000 51,846 CHF 13,001 CHF 100.00% 100.00%
20/09/2024 1.43% 0.70 CHF 0.71 CHF 80,000 20,000 78,224 20,000 54,401 CHF 14,120 CHF 89.67% 89.67%
19/09/2024 1.53% 0.65 CHF 0.66 CHF 80,000 20,000 80,000 20,000 51,903 CHF 13,176 CHF 94.14% 94.14%
18/09/2024 1.77% 0.67 CHF 0.68 CHF 80,000 20,000 80,000 20,000 53,821 CHF 13,696 CHF 92.57% 92.57%
12/09/2024 1.29% 0.77 CHF 0.78 CHF 70,000 25,000 70,000 25,000 53,768 CHF 19,453 CHF 97.86% 97.86%
11/09/2024 1.29% 0.77 CHF 0.78 CHF 70,000 25,000 70,000 25,000 54,083 CHF 19,566 CHF 99.03% 99.03%
10/09/2024 1.27% 0.77 CHF 0.78 CHF 70,000 25,000 70,000 25,000 54,811 CHF 19,825 CHF 100.00% 100.00%
09/09/2024 1.27% 0.78 CHF 0.79 CHF 70,000 25,000 70,000 25,000 54,728 CHF 19,796 CHF 100.00% 100.00%

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