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
08/10/2024 0.23% 4.28 CHF 4.29 CHF 200,000 200,000 200,000 200,000 854,708 CHF 856,708 CHF 99.63% 99.63%
07/10/2024 0.23% 4.29 CHF 4.30 CHF 400,000 400,000 259,537 259,537 1,112,220 CHF 1,114,810 CHF 93.59% 100.00%
04/10/2024 0.24% 4.27 CHF 4.26 CHF 200,000 200,000 200,000 200,000 848,753 CHF 850,753 CHF 65.73% 100.00%
03/10/2024 0.23% 4.27 CHF 4.26 CHF 600,000 200,000 483,101 483,101 2,061,490 CHF 2,066,320 CHF 64.62% 100.00%
02/10/2024 0.24% 4.25 CHF 4.22 CHF 200,000 200,000 218,800 218,800 919,074 CHF 921,262 CHF 72.20% 99.68%
01/10/2024 0.24% 4.19 CHF 4.18 CHF 200,000 400,000 292,555 292,555 1,225,700 CHF 1,228,620 CHF 4.08% 100.00%
30/09/2024 0.24% 4.17 CHF 4.15 CHF 200,000 200,000 244,974 244,974 1,015,960 CHF 1,018,410 CHF 41.64% 100.00%
27/09/2024 0.24% 4.18 CHF 4.19 CHF 200,000 200,000 200,000 200,000 833,674 CHF 835,674 CHF 94.86% 94.86%
26/09/2024 0.24% 4.22 CHF 4.23 CHF 200,000 200,000 200,000 200,000 840,590 CHF 842,590 CHF 96.32% 96.32%
25/09/2024 0.24% 4.19 CHF 4.20 CHF 200,000 200,000 200,000 200,000 837,448 CHF 839,448 CHF 98.87% 98.87%

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