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% 1.38 CHF 1.39 CHF 50,000 50,000 50,000 50,000 69,294 CHF 69,794 CHF 99.20% 99.20%
29/10/2024 0.73% 1.37 CHF 1.38 CHF 50,000 50,000 50,000 50,000 68,219 CHF 68,719 CHF 99.39% 99.39%
28/10/2024 0.71% 1.40 CHF 1.41 CHF 50,000 50,000 50,000 50,000 70,524 CHF 71,024 CHF 99.32% 99.32%
25/10/2024 0.71% 1.42 CHF 1.43 CHF 50,000 50,000 50,000 50,000 70,095 CHF 70,595 CHF 99.39% 99.39%
24/10/2024 0.72% 1.37 CHF 1.38 CHF 50,000 50,000 50,000 50,000 69,563 CHF 70,063 CHF 95.30% 95.30%
23/10/2024 0.70% 1.38 CHF 1.39 CHF 50,000 50,000 50,000 50,000 71,301 CHF 71,801 CHF 99.39% 99.39%
22/10/2024 0.69% 1.45 CHF 1.46 CHF 50,000 50,000 50,000 50,000 72,629 CHF 73,129 CHF 97.95% 97.95%
21/10/2024 0.67% 1.46 CHF 1.47 CHF 50,000 50,000 50,000 50,000 73,895 CHF 74,395 CHF 99.28% 99.28%
18/10/2024 0.65% 1.50 CHF 1.51 CHF 50,000 50,000 50,000 50,000 76,241 CHF 76,741 CHF 99.36% 99.36%
17/10/2024 0.64% 1.54 CHF 1.55 CHF 50,000 50,000 50,000 50,000 77,770 CHF 78,270 CHF 99.25% 99.25%

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