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 3.13% 0.35 CHF 0.36 CHF 270,000 270,000 118,777 118,732 41,083 CHF 42,273 CHF 99.85% 99.85%
29/10/2024 3.87% 0.26 CHF 0.27 CHF 300,000 300,000 165,147 165,147 43,014 CHF 44,673 CHF 99.73% 99.73%
28/10/2024 3.99% 0.26 CHF 0.27 CHF 330,000 330,000 176,248 174,377 45,052 CHF 46,334 CHF 99.88% 99.88%
25/10/2024 4.28% 0.25 CHF 0.26 CHF 330,000 330,000 151,270 151,270 36,008 CHF 37,527 CHF 100.00% 100.00%
24/10/2024 4.32% 0.23 CHF 0.24 CHF 350,000 350,000 155,182 155,094 36,092 CHF 37,629 CHF 99.69% 99.69%
23/10/2024 4.70% 0.22 CHF 0.23 CHF 360,000 360,000 155,733 155,733 35,513 CHF 37,106 CHF 100.00% 100.00%
22/10/2024 4.43% 0.21 CHF 0.22 CHF 340,000 340,000 151,822 151,822 34,099 CHF 35,623 CHF 99.90% 99.90%
21/10/2024 4.27% 0.23 CHF 0.24 CHF 340,000 340,000 153,409 153,409 36,313 CHF 37,854 CHF 100.00% 100.00%
18/10/2024 4.16% 0.25 CHF 0.26 CHF 340,000 340,000 153,542 153,542 37,394 CHF 38,935 CHF 99.90% 99.90%
17/10/2024 4.06% 0.25 CHF 0.26 CHF 310,000 310,000 139,427 139,364 34,376 CHF 35,764 CHF 99.30% 99.30%

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