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
29/08/2024 1.53% 0.69 CHF 0.70 CHF 288,100 288,100 130,075 130,075 86,977 CHF 88,280 CHF 100.00% 100.00%
28/08/2024 1.50% 0.68 CHF 0.69 CHF 283,000 283,000 126,601 126,601 84,987 CHF 86,256 CHF 100.00% 100.00%
27/08/2024 1.42% 0.69 CHF 0.70 CHF 271,100 271,100 120,930 120,930 85,618 CHF 86,829 CHF 99.89% 99.89%
26/08/2024 1.49% 0.69 CHF 0.70 CHF 287,800 287,800 129,294 129,294 89,093 CHF 90,389 CHF 99.79% 99.79%
23/08/2024 1.58% 0.66 CHF 0.67 CHF 303,400 303,400 135,856 135,856 87,552 CHF 88,913 CHF 99.85% 99.85%
22/08/2024 1.65% 0.62 CHF 0.63 CHF 314,300 314,300 140,585 140,585 86,401 CHF 87,810 CHF 99.89% 99.89%
21/08/2024 1.59% 0.64 CHF 0.65 CHF 304,100 304,100 134,692 134,692 85,798 CHF 87,147 CHF 99.99% 99.99%
20/08/2024 1.41% 0.65 CHF 0.66 CHF 272,500 272,500 119,338 119,338 84,300 CHF 85,495 CHF 100.00% 100.00%
19/08/2024 1.38% 0.77 CHF 0.78 CHF 260,100 260,100 118,076 118,076 87,666 CHF 88,849 CHF 99.66% 99.66%
16/08/2024 1.39% 0.73 CHF 0.74 CHF 259,800 259,800 115,862 115,862 84,321 CHF 85,482 CHF 100.00% 100.00%

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