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
13/08/2024 1.11% 0.91 CHF 0.92 CHF 600,000 200,000 600,000 200,000 538,151 CHF 181,384 CHF 99.18% 99.18%
12/08/2024 1.10% 0.90 CHF 0.91 CHF 600,000 200,000 600,000 200,000 544,483 CHF 183,494 CHF 99.27% 99.27%
09/08/2024 1.12% 0.88 CHF 0.89 CHF 600,000 200,000 600,000 200,000 530,678 CHF 178,893 CHF 99.23% 99.23%
08/08/2024 1.25% 0.84 CHF 0.85 CHF 600,000 200,000 600,000 200,000 479,050 CHF 161,683 CHF 99.26% 99.26%
07/08/2024 1.23% 0.82 CHF 0.83 CHF 600,000 200,000 600,000 200,000 483,419 CHF 163,140 CHF 99.16% 99.16%
06/08/2024 1.37% 0.73 CHF 0.74 CHF 750,000 250,000 737,711 245,904 533,493 CHF 180,290 CHF 98.66% 98.66%
02/08/2024 1.12% 0.87 CHF 0.88 CHF 600,000 200,000 600,000 200,000 531,061 CHF 179,020 CHF 97.95% 97.95%
31/07/2024 0.91% 1.09 CHF 1.10 CHF 600,000 200,000 600,000 200,000 654,059 CHF 220,020 CHF 37.91% 37.91%
30/07/2024 0.93% 1.08 CHF 1.09 CHF 600,000 200,000 600,000 200,000 644,477 CHF 216,826 CHF 99.27% 99.27%
29/07/2024 0.93% 1.04 CHF 1.05 CHF 600,000 200,000 600,000 200,000 645,273 CHF 217,091 CHF 99.26% 99.26%

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