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 9.28% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 102,912 CHF 45,165 CHF 99.37% 99.37%
28/08/2024 8.76% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 109,190 CHF 47,676 CHF 99.44% 99.44%
27/08/2024 7.53% 0.12 CHF 0.13 CHF 1,000,000 400,000 1,000,000 400,000 127,934 CHF 55,174 CHF 99.40% 99.40%
26/08/2024 8.83% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 400,000 108,772 CHF 47,509 CHF 99.32% 99.32%
23/08/2024 9.71% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 411,430 98,161 CHF 44,407 CHF 99.37% 99.37%
22/08/2024 10.70% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 88,633 CHF 49,317 CHF 99.51% 99.51%
21/08/2024 9.66% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,214 98,624 CHF 43,471 CHF 99.23% 99.23%
20/08/2024 7.68% 0.10 CHF 0.11 CHF 1,000,000 400,000 1,000,000 400,000 125,836 CHF 54,335 CHF 99.57% 99.57%
19/08/2024 7.22% 0.15 CHF 0.16 CHF 900,000 300,000 991,875 391,875 132,660 CHF 56,208 CHF 99.27% 99.27%
16/08/2024 7.05% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 137,284 CHF 58,914 CHF 99.63% 99.63%

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