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 6.12% 0.18 CHF 0.19 CHF 600,000 200,000 727,077 242,359 115,062 CHF 40,777 CHF 99.36% 99.36%
28/08/2024 5.66% 0.18 CHF 0.19 CHF 600,000 200,000 651,377 217,126 111,647 CHF 39,387 CHF 99.44% 99.44%
27/08/2024 4.95% 0.18 CHF 0.19 CHF 600,000 200,000 600,000 200,000 118,319 CHF 41,440 CHF 99.39% 99.39%
26/08/2024 5.71% 0.18 CHF 0.19 CHF 600,000 200,000 672,109 224,036 114,110 CHF 40,277 CHF 99.32% 99.32%
23/08/2024 6.93% 0.15 CHF 0.16 CHF 750,000 250,000 750,000 250,000 104,680 CHF 37,393 CHF 99.36% 99.36%
22/08/2024 7.57% 0.13 CHF 0.14 CHF 750,000 250,000 750,000 250,000 95,420 CHF 34,307 CHF 98.71% 98.71%
21/08/2024 6.81% 0.15 CHF 0.16 CHF 750,000 250,000 750,000 250,000 106,438 CHF 37,980 CHF 99.24% 99.24%
20/08/2024 4.94% 0.15 CHF 0.16 CHF 750,000 250,000 623,514 207,838 123,251 CHF 43,162 CHF 99.56% 99.56%
19/08/2024 4.73% 0.24 CHF 0.25 CHF 600,000 200,000 600,000 200,000 124,294 CHF 43,431 CHF 99.37% 99.37%
16/08/2024 4.71% 0.20 CHF 0.21 CHF 600,000 200,000 678,040 226,013 140,322 CHF 49,034 CHF 99.55% 99.55%

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