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
14/08/2024 0.37% 2.68 CHF 2.69 CHF 130,000 130,000 130,000 130,000 347,144 CHF 348,444 CHF 99.26% 99.26%
13/08/2024 0.38% 2.62 CHF 2.63 CHF 130,000 130,000 130,000 130,000 338,622 CHF 339,922 CHF 100.00% 100.00%
12/08/2024 0.39% 2.58 CHF 2.59 CHF 130,000 130,000 130,000 130,000 335,934 CHF 337,234 CHF 98.53% 98.53%
09/08/2024 0.39% 2.56 CHF 2.57 CHF 130,000 130,000 130,000 130,000 333,446 CHF 334,746 CHF 100.00% 100.00%
08/08/2024 0.40% 2.54 CHF 2.55 CHF 130,000 130,000 136,017 136,017 337,297 CHF 338,657 CHF 99.94% 99.94%
07/08/2024 0.40% 2.53 CHF 2.54 CHF 130,000 130,000 131,888 131,888 329,014 CHF 330,333 CHF 99.99% 99.99%
06/08/2024 0.42% 2.39 CHF 2.40 CHF 140,000 140,000 140,000 140,000 333,357 CHF 334,757 CHF 99.86% 99.86%
02/08/2024 0.39% 2.47 CHF 2.48 CHF 140,000 140,000 130,220 130,220 331,999 CHF 333,302 CHF 99.80% 99.80%
31/07/2024 0.34% 2.91 CHF 2.92 CHF 120,000 120,000 120,000 120,000 347,550 CHF 348,750 CHF 39.24% 39.24%
30/07/2024 0.35% 2.83 CHF 2.84 CHF 130,000 130,000 121,646 121,646 345,579 CHF 346,796 CHF 99.99% 99.99%

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