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
30/10/2024 5.57% 0.18 CHF 0.19 CHF 380,000 380,000 162,158 162,097 30,207 CHF 31,840 CHF 99.69% 99.69%
29/10/2024 7.26% 0.13 CHF 0.14 CHF 420,000 420,000 227,565 227,565 31,028 CHF 33,316 CHF 99.73% 99.73%
28/10/2024 7.55% 0.14 CHF 0.15 CHF 440,000 440,000 232,068 229,671 30,848 CHF 32,844 CHF 99.88% 99.88%
25/10/2024 8.21% 0.13 CHF 0.14 CHF 440,000 440,000 191,017 191,017 23,259 CHF 25,178 CHF 100.00% 100.00%
24/10/2024 8.23% 0.12 CHF 0.13 CHF 460,000 460,000 198,867 198,759 23,683 CHF 25,667 CHF 99.69% 99.69%
23/10/2024 9.07% 0.11 CHF 0.12 CHF 460,000 460,000 199,481 199,481 22,982 CHF 25,024 CHF 100.00% 100.00%
22/10/2024 8.72% 0.11 CHF 0.12 CHF 460,000 460,000 198,947 198,947 22,182 CHF 24,181 CHF 99.90% 99.90%
21/10/2024 8.50% 0.12 CHF 0.13 CHF 440,000 440,000 194,567 194,567 22,629 CHF 24,583 CHF 100.00% 100.00%
18/10/2024 8.13% 0.12 CHF 0.13 CHF 440,000 440,000 195,005 195,005 23,791 CHF 25,750 CHF 99.90% 99.90%
17/10/2024 7.95% 0.12 CHF 0.13 CHF 440,000 440,000 193,149 193,061 23,741 CHF 25,675 CHF 99.30% 99.30%

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