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 15.90% 0.06 CHF 0.07 CHF 850,000 425,000 880,557 447,195 50,966 CHF 30,347 CHF 99.38% 99.38%
24/10/2024 15.71% 0.06 CHF 0.07 CHF 925,000 475,000 866,394 437,153 50,804 CHF 29,996 CHF 95.28% 95.28%
23/10/2024 14.14% 0.06 CHF 0.07 CHF 850,000 425,000 766,122 393,806 50,342 CHF 29,830 CHF 99.38% 99.38%
22/10/2024 12.74% 0.08 CHF 0.09 CHF 675,000 350,000 680,973 354,004 50,053 CHF 29,561 CHF 97.93% 97.93%
21/10/2024 11.54% 0.08 CHF 0.09 CHF 625,000 325,000 613,984 316,039 50,158 CHF 28,966 CHF 99.21% 99.21%
18/10/2024 9.62% 0.09 CHF 0.10 CHF 575,000 300,000 506,578 467,901 50,113 CHF 51,258 CHF 99.37% 99.37%
17/10/2024 8.37% 0.11 CHF 0.12 CHF 475,000 475,000 450,957 450,957 51,579 CHF 56,089 CHF 99.23% 99.23%
16/10/2024 8.53% 0.12 CHF 0.13 CHF 425,000 425,000 460,953 460,953 51,723 CHF 56,332 CHF 98.10% 98.10%
15/10/2024 8.90% 0.12 CHF 0.13 CHF 475,000 475,000 476,254 470,481 51,228 CHF 55,386 CHF 99.38% 99.38%
14/10/2024 8.33% 0.12 CHF 0.13 CHF 425,000 425,000 447,626 447,625 51,492 CHF 55,969 CHF 98.94% 98.94%

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