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 18.06% 0.05 CHF 0.06 CHF 1,000,000 500,000 986,969 495,656 49,723 CHF 29,930 CHF 99.27% 99.27%
10/09/2024 17.03% 0.06 CHF 0.07 CHF 1,000,000 500,000 940,239 480,079 50,524 CHF 30,610 CHF 98.56% 98.56%
09/09/2024 16.56% 0.06 CHF 0.07 CHF 925,000 475,000 916,563 470,960 50,764 CHF 30,791 CHF 99.06% 99.06%
06/09/2024 16.50% 0.06 CHF 0.07 CHF 925,000 475,000 890,571 459,525 49,505 CHF 30,141 CHF 86.82% 86.82%
05/09/2024 15.21% 0.06 CHF 0.07 CHF 775,000 400,000 829,994 418,517 50,404 CHF 29,607 CHF 98.96% 98.96%
04/09/2024 15.32% 0.06 CHF 0.07 CHF 850,000 425,000 842,588 422,771 50,803 CHF 29,718 CHF 98.18% 98.18%
03/09/2024 14.67% 0.07 CHF 0.08 CHF 775,000 400,000 795,217 406,893 50,222 CHF 29,781 CHF 98.94% 98.94%
30/08/2024 12.41% 0.07 CHF 0.08 CHF 675,000 350,000 661,204 344,210 49,972 CHF 29,462 CHF 93.16% 93.16%
29/08/2024 11.97% 0.08 CHF 0.09 CHF 625,000 325,000 637,422 331,611 50,070 CHF 29,364 CHF 97.01% 97.01%
28/08/2024 11.42% 0.08 CHF 0.09 CHF 625,000 325,000 608,594 311,358 50,239 CHF 28,805 CHF 99.39% 99.39%

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