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
18/09/2024 1.06% 0.91 CHF 0.92 CHF 50,000 50,000 50,000 50,000 46,949 CHF 47,449 CHF 99.23% 99.23%
12/09/2024 0.73% 1.39 CHF 1.40 CHF 50,000 50,000 50,000 50,000 68,430 CHF 68,930 CHF 99.02% 99.02%
11/09/2024 0.73% 1.37 CHF 1.38 CHF 50,000 50,000 50,000 50,000 68,179 CHF 68,679 CHF 99.27% 99.27%
10/09/2024 0.75% 1.34 CHF 1.35 CHF 50,000 50,000 50,000 50,000 66,280 CHF 66,780 CHF 98.56% 98.56%
09/09/2024 0.77% 1.33 CHF 1.34 CHF 50,000 50,000 50,000 50,000 65,055 CHF 65,555 CHF 99.09% 99.09%
06/09/2024 0.77% 1.30 CHF 1.31 CHF 50,000 50,000 50,000 50,000 64,686 CHF 65,186 CHF 85.54% 85.54%
05/09/2024 0.79% 1.27 CHF 1.28 CHF 50,000 50,000 50,000 50,000 62,964 CHF 63,464 CHF 99.00% 99.00%
04/09/2024 0.78% 1.26 CHF 1.27 CHF 50,000 50,000 50,000 50,000 63,504 CHF 64,004 CHF 98.26% 98.26%
03/09/2024 0.80% 1.24 CHF 1.25 CHF 50,000 50,000 50,000 50,000 62,262 CHF 62,762 CHF 98.67% 98.67%
30/08/2024 0.87% 1.18 CHF 1.19 CHF 50,000 50,000 50,000 50,000 57,416 CHF 57,916 CHF 93.15% 93.15%

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