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 0.26% 7.90 CHF 7.92 CHF 8,700 8,700 8,700 8,700 67,182 CHF 67,356 CHF 100.00% 100.00%
25/09/2024 0.27% 7.50 CHF 7.52 CHF 8,900 8,900 8,900 8,900 65,315 CHF 65,493 CHF 100.00% 100.00%
24/09/2024 0.26% 7.57 CHF 7.59 CHF 8,800 8,800 8,800 8,800 67,245 CHF 67,421 CHF 100.00% 100.00%
23/09/2024 0.28% 7.40 CHF 7.42 CHF 9,600 9,600 9,600 9,600 69,070 CHF 69,262 CHF 99.92% 99.92%
20/09/2024 0.28% 6.83 CHF 6.85 CHF 9,300 9,300 9,300 9,300 65,589 CHF 65,775 CHF 100.00% 100.00%
19/09/2024 0.27% 7.07 CHF 7.09 CHF 8,800 8,800 8,800 8,800 64,803 CHF 64,979 CHF 98.15% 98.15%
18/09/2024 0.26% 7.58 CHF 7.60 CHF 8,800 8,800 8,800 8,800 67,192 CHF 67,368 CHF 100.00% 100.00%
12/09/2024 0.28% 7.09 CHF 7.11 CHF 9,300 9,300 9,294 9,294 67,481 CHF 67,667 CHF 100.00% 100.00%
11/09/2024 0.28% 6.94 CHF 6.96 CHF 9,400 9,400 9,400 9,400 66,744 CHF 66,932 CHF 100.00% 100.00%
10/09/2024 0.28% 7.14 CHF 7.16 CHF 9,200 9,200 9,200 9,200 65,377 CHF 65,561 CHF 100.00% 100.00%

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