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
25/09/2024 5.10% 0.19 CHF 0.20 CHF 80,000 80,000 80,000 80,000 15,275 CHF 16,075 CHF 100.00% 100.00%
24/09/2024 4.68% 0.20 CHF 0.21 CHF 70,000 70,000 70,000 70,000 14,609 CHF 15,309 CHF 100.00% 100.00%
23/09/2024 4.54% 0.21 CHF 0.22 CHF 70,000 70,000 70,000 70,000 15,080 CHF 15,780 CHF 100.00% 100.00%
20/09/2024 4.54% 0.21 CHF 0.22 CHF 70,000 70,000 70,000 70,000 15,085 CHF 15,785 CHF 100.00% 100.00%
19/09/2024 4.43% 0.23 CHF 0.24 CHF 70,000 70,000 76,699 76,699 16,938 CHF 17,705 CHF 100.00% 100.00%
18/09/2024 4.54% 0.22 CHF 0.23 CHF 90,000 90,000 90,000 90,000 19,385 CHF 20,285 CHF 100.00% 100.00%
12/09/2024 4.36% 0.22 CHF 0.23 CHF 80,000 80,000 80,000 80,000 17,944 CHF 18,744 CHF 100.00% 100.00%
11/09/2024 4.09% 0.24 CHF 0.25 CHF 80,000 80,000 80,000 80,000 19,174 CHF 19,974 CHF 100.00% 100.00%
10/09/2024 4.37% 0.23 CHF 0.24 CHF 80,000 80,000 80,000 80,000 17,927 CHF 18,727 CHF 100.00% 100.00%
09/09/2024 4.23% 0.23 CHF 0.24 CHF 70,000 70,000 70,000 70,000 16,221 CHF 16,921 CHF 100.00% 100.00%

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