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
02/10/2024 0.34% 30.50 CHF 30.60 CHF 14,500 14,500 14,500 14,500 429,262 CHF 430,712 CHF 98.75% 98.75%
01/10/2024 0.32% 29.15 CHF 29.25 CHF 13,500 13,500 13,500 13,500 418,078 CHF 419,428 CHF 99.99% 99.99%
30/09/2024 0.33% 29.95 CHF 30.05 CHF 14,300 14,300 14,300 14,300 430,072 CHF 431,502 CHF 100.00% 100.00%
27/09/2024 0.33% 30.10 CHF 30.20 CHF 12,200 12,200 12,200 12,200 365,693 CHF 366,913 CHF 98.99% 98.99%
26/09/2024 0.30% 33.35 CHF 33.45 CHF 13,300 13,300 13,300 13,300 443,006 CHF 444,336 CHF 99.35% 99.35%
25/09/2024 0.33% 30.40 CHF 30.50 CHF 14,400 14,400 14,400 14,400 433,743 CHF 435,183 CHF 100.00% 100.00%
24/09/2024 0.33% 29.40 CHF 29.50 CHF 14,300 14,300 14,300 14,300 427,472 CHF 428,902 CHF 100.00% 100.00%
23/09/2024 0.32% 30.95 CHF 31.05 CHF 14,500 14,500 14,500 14,500 447,226 CHF 448,676 CHF 99.76% 99.76%
20/09/2024 0.33% 30.35 CHF 30.45 CHF 14,500 14,500 14,500 14,500 442,870 CHF 444,320 CHF 97.16% 97.16%
19/09/2024 0.35% 28.90 CHF 29.00 CHF 15,200 15,200 15,179 15,179 431,342 CHF 432,862 CHF 98.87% 98.87%

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