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 0.72% 2.69 CHF 2.71 CHF 18,400 18,400 18,359 18,359 50,513 CHF 50,880 CHF 100.00% 100.00%
29/10/2024 0.67% 2.90 CHF 2.92 CHF 18,200 18,200 18,200 18,200 54,293 CHF 54,657 CHF 100.00% 100.00%
28/10/2024 0.71% 2.88 CHF 2.90 CHF 19,100 19,100 19,454 19,454 54,327 CHF 54,717 CHF 100.00% 100.00%
25/10/2024 0.75% 2.70 CHF 2.72 CHF 19,800 19,800 19,820 19,820 52,731 CHF 53,128 CHF 100.00% 100.00%
24/10/2024 0.39% 2.62 CHF 2.63 CHF 20,900 20,900 20,871 20,871 53,932 CHF 54,141 CHF 100.00% 100.00%
23/10/2024 0.40% 2.53 CHF 2.54 CHF 20,500 20,500 20,598 20,598 51,105 CHF 51,311 CHF 100.00% 100.00%
22/10/2024 0.39% 2.56 CHF 2.57 CHF 20,600 20,600 20,600 20,600 52,458 CHF 52,664 CHF 100.00% 100.00%
21/10/2024 0.40% 2.58 CHF 2.59 CHF 22,300 22,300 22,354 22,354 55,963 CHF 56,187 CHF 100.00% 100.00%
18/10/2024 0.49% 2.27 CHF 2.28 CHF 28,000 28,000 29,001 29,001 58,577 CHF 58,867 CHF 100.00% 100.00%
17/10/2024 0.62% 1.71 CHF 1.72 CHF 27,900 27,900 28,359 28,359 45,499 CHF 45,783 CHF 100.00% 100.00%

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