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
09/10/2024 1.10% 0.99 CHF 1.00 CHF 60,000 50,000 59,234 50,000 57,241 CHF 48,879 CHF 100.00% 100.00%
08/10/2024 1.10% 1.02 CHF 1.03 CHF 50,000 50,000 51,857 50,000 52,807 CHF 51,544 CHF 99.00% 99.00%
07/10/2024 1.21% 0.91 CHF 0.92 CHF 60,000 50,000 60,000 50,000 54,222 CHF 45,736 CHF 100.00% 100.00%
04/10/2024 1.19% 0.88 CHF 0.89 CHF 60,000 50,000 65,389 50,000 54,726 CHF 42,426 CHF 89.38% 89.38%
03/10/2024 1.40% 0.82 CHF 0.83 CHF 70,000 50,000 69,718 50,000 56,352 CHF 40,993 CHF 99.17% 99.17%
02/10/2024 1.30% 0.84 CHF 0.86 CHF 60,000 50,000 62,018 50,000 52,696 CHF 43,079 CHF 100.00% 100.00%
01/10/2024 1.29% 0.80 CHF 0.81 CHF 70,000 50,000 61,452 50,000 53,163 CHF 43,885 CHF 98.89% 98.89%
30/09/2024 1.18% 0.85 CHF 0.86 CHF 60,000 50,000 61,388 50,000 51,908 CHF 42,797 CHF 100.00% 100.00%
27/09/2024 1.17% 0.88 CHF 0.90 CHF 60,000 50,000 60,000 50,000 54,998 CHF 46,370 CHF 100.00% 100.00%
26/09/2024 1.27% 0.93 CHF 0.94 CHF 60,000 50,000 60,000 48,246 55,853 CHF 45,474 CHF 98.32% 98.32%

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