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
25/10/2024 4.84% 0.21 CHF 0.22 CHF 250,000 250,000 252,726 252,726 50,920 CHF 53,447 CHF 99.39% 99.39%
24/10/2024 4.93% 0.19 CHF 0.20 CHF 250,000 250,000 253,546 253,546 50,169 CHF 52,704 CHF 95.30% 95.30%
23/10/2024 4.60% 0.20 CHF 0.21 CHF 250,000 250,000 250,000 250,000 53,139 CHF 55,639 CHF 99.38% 99.38%
22/10/2024 4.40% 0.22 CHF 0.23 CHF 250,000 250,000 243,864 243,864 54,145 CHF 56,583 CHF 97.95% 97.95%
21/10/2024 4.19% 0.23 CHF 0.24 CHF 225,000 225,000 224,393 224,393 52,483 CHF 54,727 CHF 99.21% 99.21%
18/10/2024 3.80% 0.25 CHF 0.26 CHF 200,000 200,000 200,000 200,000 51,721 CHF 53,721 CHF 99.34% 99.34%
17/10/2024 3.56% 0.27 CHF 0.28 CHF 200,000 200,000 199,729 199,729 55,114 CHF 57,111 CHF 99.23% 99.23%
16/10/2024 3.60% 0.28 CHF 0.29 CHF 200,000 200,000 200,000 200,000 54,594 CHF 56,594 CHF 98.09% 98.09%
15/10/2024 3.80% 0.28 CHF 0.29 CHF 200,000 200,000 202,099 202,099 52,263 CHF 54,284 CHF 99.39% 99.39%
14/10/2024 3.70% 0.27 CHF 0.28 CHF 200,000 200,000 200,000 200,000 53,030 CHF 55,030 CHF 98.95% 98.95%

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