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 4.28% 0.25 CHF 0.26 CHF 750,000 250,000 750,000 250,000 171,502 CHF 59,667 CHF 99.33% 99.33%
28/08/2024 4.16% 0.24 CHF 0.25 CHF 750,000 250,000 750,000 250,000 176,832 CHF 61,444 CHF 99.48% 99.48%
27/08/2024 3.78% 0.25 CHF 0.26 CHF 750,000 250,000 750,000 250,000 194,948 CHF 67,483 CHF 99.40% 99.40%
26/08/2024 4.11% 0.24 CHF 0.25 CHF 750,000 250,000 750,000 250,000 178,899 CHF 62,133 CHF 99.34% 99.34%
23/08/2024 4.62% 0.22 CHF 0.23 CHF 750,000 250,000 884,654 294,885 187,017 CHF 65,288 CHF 99.33% 99.33%
22/08/2024 4.91% 0.20 CHF 0.21 CHF 900,000 300,000 900,000 300,000 178,917 CHF 62,639 CHF 99.45% 99.45%
21/08/2024 4.62% 0.22 CHF 0.23 CHF 750,000 250,000 799,702 266,567 168,963 CHF 58,987 CHF 99.23% 99.23%
20/08/2024 3.78% 0.22 CHF 0.23 CHF 750,000 250,000 750,000 250,000 195,058 CHF 67,519 CHF 98.41% 98.41%
19/08/2024 3.66% 0.30 CHF 0.31 CHF 750,000 250,000 750,000 250,000 201,723 CHF 69,741 CHF 99.31% 99.31%
16/08/2024 3.61% 0.27 CHF 0.28 CHF 750,000 250,000 750,000 250,000 204,463 CHF 70,654 CHF 99.62% 99.62%

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