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 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,826 250,000 9,938 CHF 5,000 CHF 99.24% 99.24%
10/09/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,250 250,000 9,943 CHF 5,000 CHF 98.56% 98.56%
09/09/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,626 250,000 9,946 CHF 5,000 CHF 99.10% 99.10%
06/09/2024 65.51% 0.01 CHF 0.02 CHF 1,000,000 250,000 979,796 250,000 10,132 CHF 5,086 CHF 86.33% 86.33%
05/09/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,371 250,000 14,916 CHF 6,250 CHF 98.97% 98.97%
04/09/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,744 250,000 14,891 CHF 6,250 CHF 98.17% 98.17%
03/09/2024 50.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 995,384 250,000 14,931 CHF 6,250 CHF 98.95% 98.95%
30/08/2024 41.35% 0.02 CHF 0.03 CHF 1,000,000 250,000 992,618 250,000 19,178 CHF 7,331 CHF 93.16% 93.16%
29/08/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 250,000 997,389 250,000 19,948 CHF 7,500 CHF 97.00% 97.00%
28/08/2024 39.79% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,754 250,000 20,056 CHF 7,540 CHF 99.39% 99.39%

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