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 0.54% 1.86 CHF 1.87 CHF 25,000 25,000 25,000 25,000 46,579 CHF 46,829 CHF 99.47% 99.47%
29/10/2024 0.54% 1.80 CHF 1.81 CHF 25,000 25,000 25,000 25,000 45,908 CHF 46,158 CHF 99.96% 99.96%
28/10/2024 0.54% 1.89 CHF 1.90 CHF 25,000 25,000 27,257 27,257 50,000 CHF 50,273 CHF 100.00% 100.00%
25/10/2024 0.54% 1.80 CHF 1.81 CHF 50,000 50,000 50,000 50,000 91,754 CHF 92,254 CHF 91.79% 91.79%
24/10/2024 0.57% 1.75 CHF 1.76 CHF 50,000 50,000 50,000 50,000 88,116 CHF 88,616 CHF 97.42% 97.42%
23/10/2024 0.57% 1.77 CHF 1.78 CHF 50,000 50,000 50,000 50,000 87,468 CHF 87,968 CHF 100.00% 100.00%
22/10/2024 0.56% 1.81 CHF 1.82 CHF 50,000 50,000 50,000 50,000 88,529 CHF 89,029 CHF 98.40% 98.40%
21/10/2024 0.54% 1.78 CHF 1.79 CHF 50,000 50,000 50,000 50,000 91,563 CHF 92,063 CHF 99.00% 99.00%
18/10/2024 0.53% 1.91 CHF 1.92 CHF 50,000 50,000 50,000 50,000 94,026 CHF 94,526 CHF 100.00% 100.00%
17/10/2024 0.54% 1.86 CHF 1.87 CHF 50,000 50,000 50,000 50,000 92,196 CHF 92,696 CHF 99.74% 99.74%

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