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 1.30% 1.54 CHF 1.56 CHF 81,400 81,400 81,459 81,459 124,930 CHF 126,559 CHF 100.00% 100.00%
29/10/2024 1.22% 1.60 CHF 1.62 CHF 77,600 77,600 77,425 77,425 126,049 CHF 127,597 CHF 100.00% 100.00%
28/10/2024 1.71% 1.68 CHF 1.71 CHF 74,000 74,000 73,345 73,345 127,844 CHF 130,044 CHF 98.82% 98.82%
25/10/2024 1.70% 1.76 CHF 1.79 CHF 73,500 73,500 73,504 73,504 128,562 CHF 130,767 CHF 99.84% 99.84%
24/10/2024 1.13% 1.78 CHF 1.80 CHF 79,500 79,500 79,426 79,426 140,103 CHF 141,691 CHF 98.05% 98.05%
23/10/2024 1.24% 1.59 CHF 1.61 CHF 81,500 81,500 81,758 81,758 130,778 CHF 132,413 CHF 100.00% 100.00%
22/10/2024 1.23% 1.58 CHF 1.60 CHF 80,900 80,900 80,118 80,118 128,972 CHF 130,574 CHF 100.00% 100.00%
21/10/2024 1.26% 1.60 CHF 1.62 CHF 76,000 76,000 75,712 75,712 124,290 CHF 125,863 CHF 99.72% 99.72%
18/10/2024 1.53% 1.74 CHF 1.77 CHF 74,400 74,400 74,775 74,775 129,241 CHF 131,230 CHF 100.00% 100.00%
17/10/2024 1.22% 1.70 CHF 1.72 CHF 81,800 81,800 82,693 82,693 135,132 CHF 136,786 CHF 100.00% 100.00%

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