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 4.31% 0.23 CHF 0.24 CHF 350,000 350,000 350,000 350,000 79,522 CHF 83,022 CHF 99.53% 99.53%
24/09/2024 4.58% 0.22 CHF 0.23 CHF 300,000 300,000 300,000 300,000 64,099 CHF 67,099 CHF 99.50% 99.56%
23/09/2024 3.94% 0.24 CHF 0.25 CHF 250,000 250,000 250,000 250,000 62,260 CHF 64,760 CHF 99.48% 99.48%
20/09/2024 3.88% 0.26 CHF 0.27 CHF 300,000 300,000 300,000 300,000 75,791 CHF 78,791 CHF 98.96% 98.96%
19/09/2024 4.50% 0.23 CHF 0.24 CHF 300,000 300,000 300,000 300,000 65,182 CHF 68,182 CHF 99.49% 99.49%
18/09/2024 4.09% 0.24 CHF 0.25 CHF 300,000 300,000 300,000 300,000 71,900 CHF 74,900 CHF 99.55% 99.55%
12/09/2024 3.62% 0.27 CHF 0.28 CHF 250,000 250,000 250,000 250,000 67,913 CHF 70,413 CHF 99.53% 99.53%
11/09/2024 3.51% 0.28 CHF 0.29 CHF 250,000 250,000 250,000 250,000 69,993 CHF 72,493 CHF 99.37% 99.37%
10/09/2024 3.55% 0.29 CHF 0.30 CHF 300,000 300,000 300,000 300,000 83,025 CHF 86,025 CHF 98.25% 98.25%
09/09/2024 3.90% 0.26 CHF 0.27 CHF 300,000 300,000 300,000 300,000 75,443 CHF 78,443 CHF 99.56% 99.56%

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