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
26/09/2024 0.57% 5.51 CHF 5.54 CHF 6,600 6,600 6,600 6,600 34,758 CHF 34,956 CHF 100.00% 100.00%
25/09/2024 0.63% 4.97 CHF 5.00 CHF 7,000 7,000 7,000 7,000 33,351 CHF 33,561 CHF 100.00% 100.00%
24/09/2024 0.58% 5.08 CHF 5.11 CHF 6,800 6,800 6,800 6,800 35,156 CHF 35,360 CHF 100.00% 100.00%
23/09/2024 0.43% 4.88 CHF 4.90 CHF 8,200 8,200 8,200 8,200 37,870 CHF 38,034 CHF 99.91% 99.91%
20/09/2024 0.67% 4.16 CHF 4.19 CHF 7,600 7,600 7,600 7,600 33,850 CHF 34,078 CHF 100.00% 100.00%
19/09/2024 0.61% 4.48 CHF 4.51 CHF 6,700 6,700 6,700 6,700 32,746 CHF 32,947 CHF 98.15% 98.15%
18/09/2024 0.57% 5.20 CHF 5.23 CHF 6,700 6,700 6,700 6,700 35,397 CHF 35,598 CHF 100.00% 100.00%
12/09/2024 0.63% 4.53 CHF 4.56 CHF 7,600 7,600 7,595 7,595 36,037 CHF 36,265 CHF 100.00% 100.00%
11/09/2024 0.65% 4.37 CHF 4.40 CHF 7,700 7,700 7,700 7,700 35,252 CHF 35,483 CHF 100.00% 100.00%
10/09/2024 0.65% 4.63 CHF 4.66 CHF 7,300 7,300 7,300 7,300 33,488 CHF 33,707 CHF 100.00% 100.00%

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