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 9.99% 0.18 CHF 0.19 CHF 25,000 25,000 24,858 24,858 4,221 CHF 4,663 CHF 99.16% 99.16%
28/08/2024 5.86% 0.16 CHF 0.17 CHF 306,215 50,000 302,362 50,000 50,149 CHF 8,795 CHF 95.63% 95.63%
27/08/2024 6.06% 0.16 CHF 0.17 CHF 313,635 50,000 313,635 50,000 50,182 CHF 8,500 CHF 78.88% 78.88%
26/08/2024 5.80% 0.17 CHF 0.18 CHF 309,302 50,000 301,717 50,000 50,535 CHF 8,877 CHF 91.98% 91.98%
23/08/2024 5.71% 0.17 CHF 0.18 CHF 300,000 50,000 300,000 50,000 51,000 CHF 9,000 CHF 19.06% 19.06%
22/08/2024 5.39% 0.18 CHF 0.19 CHF 280,000 50,000 278,980 49,955 50,367 CHF 9,520 CHF 98.29% 98.29%
21/08/2024 5.26% 0.19 CHF 0.20 CHF 270,000 50,000 274,744 50,000 50,873 CHF 9,763 CHF 100.00% 100.00%
20/08/2024 5.05% 0.18 CHF 0.19 CHF 280,000 50,000 263,430 50,000 50,812 CHF 10,155 CHF 98.86% 98.86%
19/08/2024 5.11% 0.19 CHF 0.20 CHF 270,000 50,000 268,566 50,000 51,175 CHF 10,031 CHF 99.51% 99.51%
16/08/2024 4.79% 0.20 CHF 0.21 CHF 250,000 50,000 247,537 50,000 50,440 CHF 10,704 CHF 100.00% 100.00%

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