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
11/09/2024 0.95% 1.05 CHF 1.06 CHF 50,000 50,000 50,000 50,000 52,592 CHF 53,092 CHF 99.27% 99.27%
10/09/2024 0.98% 1.03 CHF 1.04 CHF 50,000 50,000 50,000 50,000 50,668 CHF 51,168 CHF 98.57% 98.57%
09/09/2024 1.01% 1.02 CHF 1.03 CHF 50,000 50,000 50,000 50,000 49,378 CHF 49,878 CHF 99.09% 99.09%
06/09/2024 1.01% 0.99 CHF 1.00 CHF 50,000 50,000 50,000 50,000 49,066 CHF 49,566 CHF 85.47% 85.47%
05/09/2024 1.05% 0.96 CHF 0.97 CHF 50,000 50,000 50,000 50,000 47,302 CHF 47,802 CHF 99.00% 99.00%
04/09/2024 1.04% 0.94 CHF 0.95 CHF 50,000 50,000 50,000 50,000 47,796 CHF 48,296 CHF 97.26% 97.26%
03/09/2024 1.07% 0.92 CHF 0.93 CHF 50,000 50,000 50,000 50,000 46,563 CHF 47,063 CHF 98.68% 98.68%
30/08/2024 1.20% 0.86 CHF 0.87 CHF 50,000 50,000 50,000 50,000 41,474 CHF 41,974 CHF 93.17% 93.17%
29/08/2024 1.23% 0.81 CHF 0.82 CHF 50,000 50,000 50,000 50,000 40,423 CHF 40,923 CHF 96.99% 96.99%
28/08/2024 1.26% 0.81 CHF 0.82 CHF 50,000 50,000 50,000 50,000 39,456 CHF 39,956 CHF 99.39% 99.39%

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