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 0.15% 6.55 CHF 6.56 CHF 250,000 250,000 250,000 250,000 1,617,700 CHF 1,620,200 CHF 100.00% 100.00%
28/08/2024 0.16% 6.36 CHF 6.37 CHF 250,000 250,000 250,000 250,000 1,589,910 CHF 1,592,410 CHF 100.00% 100.00%
27/08/2024 0.16% 6.45 CHF 6.46 CHF 250,000 250,000 250,000 250,000 1,606,900 CHF 1,609,400 CHF 100.00% 100.00%
26/08/2024 0.15% 6.46 CHF 6.47 CHF 250,000 250,000 250,000 250,000 1,633,720 CHF 1,636,220 CHF 100.00% 100.00%
23/08/2024 0.16% 6.50 CHF 6.51 CHF 250,000 250,000 250,000 250,000 1,598,830 CHF 1,601,330 CHF 99.73% 99.73%
22/08/2024 0.16% 6.22 CHF 6.23 CHF 250,000 250,000 250,000 250,000 1,595,870 CHF 1,598,370 CHF 99.99% 99.99%
21/08/2024 0.15% 6.45 CHF 6.46 CHF 250,000 250,000 250,000 250,000 1,622,000 CHF 1,624,500 CHF 99.98% 99.98%
20/08/2024 0.15% 6.53 CHF 6.54 CHF 250,000 250,000 250,000 250,000 1,662,780 CHF 1,665,280 CHF 100.00% 100.00%
19/08/2024 0.15% 6.53 CHF 6.54 CHF 250,000 250,000 249,616 249,616 1,617,920 CHF 1,620,420 CHF 99.65% 99.65%
16/08/2024 0.16% 6.46 CHF 6.47 CHF 250,000 250,000 249,999 249,999 1,575,210 CHF 1,577,710 CHF 99.51% 99.51%

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