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 0.30% 9.86 CHF 9.89 CHF 6,700 6,700 6,700 6,700 67,779 CHF 67,980 CHF 100.00% 100.00%
25/09/2024 0.28% 10.43 CHF 10.46 CHF 6,400 6,400 6,400 6,400 68,013 CHF 68,205 CHF 100.00% 100.00%
24/09/2024 0.29% 10.26 CHF 10.29 CHF 6,500 6,500 6,500 6,500 66,368 CHF 66,563 CHF 100.00% 100.00%
23/09/2024 0.27% 10.61 CHF 10.64 CHF 5,600 5,600 5,600 5,600 61,716 CHF 61,884 CHF 99.92% 99.92%
20/09/2024 0.27% 11.67 CHF 11.70 CHF 5,900 5,900 5,900 5,900 66,445 CHF 66,622 CHF 100.00% 100.00%
19/09/2024 0.28% 11.21 CHF 11.24 CHF 6,400 6,400 6,400 6,400 69,037 CHF 69,229 CHF 98.15% 98.15%
18/09/2024 0.29% 10.44 CHF 10.47 CHF 6,400 6,400 6,400 6,400 66,066 CHF 66,258 CHF 100.00% 100.00%
12/09/2024 0.27% 11.45 CHF 11.48 CHF 5,800 5,800 5,796 5,796 64,767 CHF 64,941 CHF 100.00% 100.00%
11/09/2024 0.27% 11.55 CHF 11.58 CHF 5,800 5,800 5,800 5,800 65,173 CHF 65,347 CHF 100.00% 100.00%
10/09/2024 0.27% 11.19 CHF 11.22 CHF 6,000 6,000 6,000 6,000 67,513 CHF 67,693 CHF 100.00% 100.00%

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