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 16.49% 0.06 CHF 0.07 CHF 850,000 425,000 904,842 463,422 50,369 CHF 30,425 CHF 99.26% 99.26%
10/09/2024 17.85% 0.06 CHF 0.07 CHF 925,000 475,000 978,679 492,893 49,950 CHF 30,095 CHF 98.56% 98.56%
09/09/2024 18.64% 0.05 CHF 0.06 CHF 1,000,000 500,000 994,625 439,228 48,470 CHF 25,992 CHF 99.07% 99.07%
06/09/2024 18.55% 0.05 CHF 0.06 CHF 1,000,000 500,000 978,934 439,275 48,015 CHF 26,106 CHF 86.36% 86.36%
05/09/2024 20.01% 0.05 CHF 0.06 CHF 1,000,000 250,000 994,383 250,000 44,729 CHF 13,745 CHF 98.97% 98.97%
04/09/2024 19.99% 0.05 CHF 0.06 CHF 1,000,000 250,000 992,790 252,698 44,705 CHF 13,909 CHF 98.18% 98.18%
03/09/2024 21.04% 0.04 CHF 0.05 CHF 1,000,000 250,000 995,371 250,000 42,459 CHF 13,167 CHF 98.99% 98.99%
30/08/2024 24.41% 0.04 CHF 0.05 CHF 1,000,000 250,000 992,653 250,000 35,797 CHF 11,514 CHF 93.21% 93.21%
29/08/2024 24.64% 0.04 CHF 0.05 CHF 1,000,000 250,000 997,290 250,000 35,546 CHF 11,410 CHF 97.01% 97.01%
28/08/2024 24.43% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,754 250,000 35,837 CHF 11,505 CHF 99.39% 99.39%

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