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
08/10/2024 4.23% 0.26 CHF 0.27 CHF 75,828 50,000 75,653 50,000 19,990 CHF 13,777 CHF 99.00% 99.00%
07/10/2024 3.00% 0.38 CHF 0.39 CHF 77,185 50,000 77,285 50,000 29,422 CHF 19,610 CHF 100.00% 100.00%
04/10/2024 2.34% 0.41 CHF 0.42 CHF 77,895 50,000 77,994 50,000 35,111 CHF 23,038 CHF 89.38% 89.38%
03/10/2024 2.30% 0.47 CHF 0.48 CHF 78,166 50,000 78,188 50,000 37,453 CHF 24,507 CHF 99.17% 99.17%
02/10/2024 2.47% 0.44 CHF 0.45 CHF 77,563 50,000 77,297 50,000 33,821 CHF 22,421 CHF 100.00% 100.00%
01/10/2024 2.63% 0.49 CHF 0.50 CHF 77,747 50,000 76,958 50,000 32,603 CHF 21,739 CHF 100.00% 100.00%
30/09/2024 2.56% 0.44 CHF 0.45 CHF 77,007 50,000 76,985 50,000 34,285 CHF 22,842 CHF 100.00% 100.00%
27/09/2024 2.88% 0.41 CHF 0.42 CHF 76,286 50,000 76,052 50,000 28,810 CHF 19,490 CHF 100.00% 100.00%
26/09/2024 3.21% 0.37 CHF 0.38 CHF 76,214 50,000 76,282 48,246 27,820 CHF 18,156 CHF 98.32% 98.32%
25/09/2024 2.88% 0.37 CHF 0.39 CHF 76,451 50,000 76,472 50,000 29,273 CHF 19,697 CHF 96.40% 96.40%

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