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
03/10/2024 0.42% 119.97 CHF 120.47 CHF 2,500 2,500 2,500 2,500 300,369 CHF 301,619 CHF 100.00% 100.00%
02/10/2024 0.41% 120.43 CHF 120.93 CHF 2,500 2,500 2,500 2,500 301,084 CHF 302,334 CHF 100.00% 100.00%
01/10/2024 0.41% 120.38 CHF 120.88 CHF 2,500 2,500 2,503 2,503 302,275 CHF 303,521 CHF 100.00% 100.00%
30/09/2024 0.41% 120.83 CHF 121.33 CHF 2,500 2,500 2,500 2,500 302,056 CHF 303,306 CHF 100.00% 100.00%
27/09/2024 0.41% 120.95 CHF 121.45 CHF 2,500 2,500 2,500 2,500 302,384 CHF 303,634 CHF 89.12% 89.12%
26/09/2024 0.41% 120.87 CHF 121.37 CHF 2,500 2,500 2,500 2,500 302,226 CHF 303,476 CHF 87.25% 87.25%
25/09/2024 0.41% 120.62 CHF 121.12 CHF 2,500 2,500 2,500 2,500 301,460 CHF 302,710 CHF 99.14% 99.14%
24/09/2024 0.41% 120.39 CHF 120.89 CHF 2,500 2,500 2,500 2,500 300,946 CHF 302,196 CHF 99.69% 99.69%
23/09/2024 0.41% 120.42 CHF 120.92 CHF 2,500 2,500 2,500 2,500 300,922 CHF 302,172 CHF 100.00% 100.00%
20/09/2024 0.41% 120.10 CHF 120.60 CHF 2,500 2,500 2,500 2,500 300,653 CHF 301,903 CHF 99.91% 99.91%

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