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
18/09/2024 6.18% 0.16 CHF 0.17 CHF 325,000 325,000 332,939 332,939 52,193 CHF 55,522 CHF 99.24% 99.24%
12/09/2024 12.48% 0.08 CHF 0.09 CHF 725,000 375,000 674,048 349,524 50,639 CHF 29,756 CHF 99.02% 99.02%
11/09/2024 12.56% 0.08 CHF 0.09 CHF 675,000 350,000 675,212 351,036 50,365 CHF 29,696 CHF 99.23% 99.23%
10/09/2024 11.67% 0.08 CHF 0.09 CHF 675,000 350,000 622,163 321,077 50,231 CHF 29,119 CHF 98.58% 98.58%
09/09/2024 10.69% 0.09 CHF 0.10 CHF 600,000 300,000 578,616 307,496 51,245 CHF 30,393 CHF 99.07% 99.07%
06/09/2024 10.41% 0.09 CHF 0.10 CHF 575,000 300,000 553,682 330,122 50,395 CHF 33,535 CHF 86.55% 86.55%
05/09/2024 9.52% 0.10 CHF 0.11 CHF 500,000 500,000 499,746 499,745 49,998 CHF 54,995 CHF 98.97% 98.97%
04/09/2024 9.52% 0.10 CHF 0.11 CHF 500,000 500,000 499,464 499,464 49,946 CHF 54,941 CHF 98.19% 98.19%
03/09/2024 9.26% 0.11 CHF 0.12 CHF 475,000 475,000 490,222 490,222 50,527 CHF 55,429 CHF 98.94% 98.94%
30/08/2024 7.74% 0.12 CHF 0.13 CHF 425,000 425,000 415,056 415,056 51,560 CHF 55,710 CHF 93.15% 93.15%

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