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 5.03% 0.20 CHF 0.21 CHF 250,000 50,000 260,603 49,969 50,691 CHF 10,231 CHF 99.18% 99.18%
28/08/2024 5.00% 0.19 CHF 0.20 CHF 270,000 50,000 260,152 50,000 50,744 CHF 10,270 CHF 100.00% 100.00%
27/08/2024 4.31% 0.23 CHF 0.24 CHF 220,000 50,000 223,142 50,000 50,600 CHF 11,843 CHF 99.98% 99.98%
26/08/2024 3.98% 0.24 CHF 0.25 CHF 210,000 50,000 204,626 50,000 50,396 CHF 12,821 CHF 94.41% 94.41%
23/08/2024 6.95% 0.20 CHF 0.26 CHF 10,000 10,000 215,129 46,048 45,649 CHF 10,280 CHF 98.05% 98.05%
22/08/2024 10.66% 0.18 CHF 0.25 CHF 10,000 10,000 163,985 39,520 37,812 CHF 9,584 CHF 90.77% 90.77%
21/08/2024 4.08% 0.25 CHF 0.26 CHF 200,000 50,000 209,506 50,000 50,267 CHF 12,535 CHF 96.03% 96.03%
20/08/2024 4.16% 0.22 CHF 0.23 CHF 230,000 50,000 214,385 50,000 50,462 CHF 12,281 CHF 100.00% 100.00%
19/08/2024 4.41% 0.23 CHF 0.24 CHF 220,000 50,000 227,908 50,000 50,592 CHF 11,605 CHF 95.18% 95.18%
16/08/2024 4.60% 0.21 CHF 0.22 CHF 240,000 50,000 222,763 49,588 50,094 CHF 11,658 CHF 99.99% 99.99%

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