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 0.73% 5.80 CHF 5.84 CHF 4,500 4,500 4,497 4,500 24,518 CHF 24,712 CHF 100.00% 100.00%
25/09/2024 0.85% 5.02 CHF 5.06 CHF 4,900 4,900 4,900 4,900 23,054 CHF 23,250 CHF 100.00% 100.00%
24/09/2024 0.75% 5.19 CHF 5.23 CHF 4,700 4,700 4,700 4,700 25,025 CHF 25,213 CHF 100.00% 100.00%
23/09/2024 0.66% 4.90 CHF 4.93 CHF 6,200 6,200 6,200 6,200 28,090 CHF 28,276 CHF 99.92% 99.92%
20/09/2024 0.69% 3.90 CHF 3.93 CHF 5,500 5,500 5,500 5,500 23,856 CHF 24,021 CHF 100.00% 100.00%
19/09/2024 0.80% 4.37 CHF 4.41 CHF 4,500 4,500 4,500 4,500 22,585 CHF 22,765 CHF 98.15% 98.15%
18/09/2024 0.70% 5.52 CHF 5.56 CHF 4,500 4,500 4,500 4,500 25,467 CHF 25,647 CHF 100.00% 100.00%
12/09/2024 0.62% 4.51 CHF 4.54 CHF 5,400 5,400 5,397 5,397 26,082 CHF 26,244 CHF 100.00% 100.00%
11/09/2024 0.65% 4.28 CHF 4.31 CHF 5,500 5,500 5,500 5,500 25,319 CHF 25,484 CHF 100.00% 100.00%
10/09/2024 0.86% 4.68 CHF 4.72 CHF 5,000 5,000 5,000 5,000 23,059 CHF 23,259 CHF 100.00% 100.00%

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