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 1.51% 0.68 CHF 0.69 CHF 100,000 100,000 100,000 100,000 65,860 CHF 66,860 CHF 89.57% 89.57%
29/10/2024 1.59% 0.65 CHF 0.66 CHF 100,000 100,000 100,000 100,000 62,549 CHF 63,549 CHF 99.44% 99.44%
28/10/2024 1.51% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 65,565 CHF 66,565 CHF 97.67% 97.67%
25/10/2024 1.54% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 64,450 CHF 65,450 CHF 97.16% 97.16%
24/10/2024 1.50% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 100,000 66,182 CHF 67,182 CHF 95.40% 95.40%
23/10/2024 1.40% 0.67 CHF 0.68 CHF 100,000 100,000 100,000 100,000 70,920 CHF 71,920 CHF 94.60% 94.60%
22/10/2024 1.34% 0.71 CHF 0.72 CHF 100,000 100,000 100,000 100,000 74,228 CHF 75,228 CHF 97.94% 97.94%
21/10/2024 1.35% 0.74 CHF 0.75 CHF 100,000 100,000 100,000 100,000 73,653 CHF 74,653 CHF 99.06% 99.06%
18/10/2024 1.30% 0.75 CHF 0.76 CHF 100,000 100,000 100,000 100,000 76,224 CHF 77,224 CHF 99.35% 99.35%
17/10/2024 1.22% 0.76 CHF 0.77 CHF 100,000 100,000 100,000 100,000 81,733 CHF 82,733 CHF 99.44% 99.44%

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