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 40.63% 0.02 CHF 0.03 CHF 450,000 150,000 450,000 150,000 8,835 CHF 4,445 CHF 99.23% 99.23%
29/10/2024 42.26% 0.02 CHF 0.03 CHF 450,000 150,000 450,000 150,000 8,472 CHF 4,324 CHF 98.57% 98.57%
28/10/2024 41.75% 0.02 CHF 0.03 CHF 450,000 150,000 450,000 150,000 8,541 CHF 4,347 CHF 93.92% 93.92%
25/10/2024 36.83% 0.02 CHF 0.03 CHF 450,000 150,000 450,000 150,000 9,984 CHF 4,828 CHF 99.27% 99.27%
24/10/2024 30.64% 0.02 CHF 0.03 CHF 450,000 150,000 450,000 150,000 12,461 CHF 5,654 CHF 99.06% 99.06%
23/10/2024 26.42% 0.03 CHF 0.04 CHF 450,000 150,000 450,000 150,000 14,808 CHF 6,436 CHF 99.27% 99.27%
22/10/2024 24.30% 0.04 CHF 0.05 CHF 450,000 150,000 450,000 150,000 16,300 CHF 6,933 CHF 97.50% 97.50%
21/10/2024 23.64% 0.04 CHF 0.05 CHF 450,000 150,000 450,000 150,000 16,883 CHF 7,128 CHF 99.27% 99.27%
18/10/2024 21.45% 0.04 CHF 0.05 CHF 450,000 150,000 450,000 150,000 18,761 CHF 7,754 CHF 99.27% 99.27%
17/10/2024 26.18% 0.04 CHF 0.05 CHF 450,000 150,000 450,000 150,000 15,019 CHF 6,506 CHF 99.24% 99.24%

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