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 7.17% 0.14 CHF 0.15 CHF 375,000 375,000 388,266 388,266 52,193 CHF 56,075 CHF 99.23% 99.23%
10/09/2024 7.76% 0.13 CHF 0.14 CHF 400,000 400,000 414,429 414,429 51,366 CHF 55,510 CHF 98.57% 98.57%
09/09/2024 8.06% 0.13 CHF 0.14 CHF 425,000 425,000 429,399 429,398 51,122 CHF 55,416 CHF 99.07% 99.07%
06/09/2024 8.11% 0.12 CHF 0.13 CHF 425,000 425,000 434,586 434,586 51,403 CHF 55,749 CHF 86.51% 86.51%
05/09/2024 8.69% 0.11 CHF 0.12 CHF 475,000 475,000 472,786 472,786 52,033 CHF 56,760 CHF 98.96% 98.96%
04/09/2024 8.54% 0.11 CHF 0.12 CHF 475,000 475,000 461,365 461,365 51,747 CHF 56,360 CHF 98.19% 98.19%
03/09/2024 8.85% 0.11 CHF 0.12 CHF 475,000 475,000 478,067 478,076 51,678 CHF 56,459 CHF 98.94% 98.94%
30/08/2024 10.59% 0.09 CHF 0.10 CHF 575,000 300,000 574,891 299,506 51,426 CHF 29,793 CHF 93.14% 93.14%
29/08/2024 10.76% 0.09 CHF 0.10 CHF 600,000 300,000 584,329 299,823 51,392 CHF 29,383 CHF 97.02% 97.02%
28/08/2024 10.99% 0.09 CHF 0.10 CHF 575,000 300,000 592,775 300,570 50,982 CHF 28,866 CHF 99.38% 99.38%

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