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 0.43% 2.39 CHF 2.40 CHF 25,000 25,000 25,000 25,000 58,455 CHF 58,705 CHF 96.59% 96.59%
28/08/2024 0.44% 2.25 CHF 2.26 CHF 25,000 25,000 25,000 25,000 56,112 CHF 56,362 CHF 99.06% 99.06%
27/08/2024 0.43% 2.33 CHF 2.34 CHF 25,000 25,000 25,000 25,000 57,486 CHF 57,736 CHF 98.98% 98.98%
26/08/2024 0.42% 2.33 CHF 2.34 CHF 25,000 25,000 25,000 25,000 59,982 CHF 60,232 CHF 98.78% 98.78%
23/08/2024 0.45% 2.35 CHF 2.36 CHF 25,000 25,000 25,000 25,000 55,847 CHF 56,097 CHF 99.01% 99.01%
22/08/2024 0.45% 2.05 CHF 2.06 CHF 25,000 25,000 25,000 25,000 55,608 CHF 55,858 CHF 98.77% 98.77%
21/08/2024 0.43% 2.29 CHF 2.30 CHF 25,000 25,000 25,000 25,000 57,907 CHF 58,157 CHF 99.00% 99.00%
20/08/2024 0.41% 2.35 CHF 2.36 CHF 25,000 25,000 25,000 25,000 61,311 CHF 61,561 CHF 98.78% 98.78%
19/08/2024 0.44% 2.32 CHF 2.33 CHF 25,000 25,000 25,000 25,000 56,684 CHF 56,934 CHF 96.14% 96.14%
16/08/2024 0.49% 2.21 CHF 2.22 CHF 25,000 25,000 33,998 33,998 69,223 CHF 69,563 CHF 97.81% 97.81%

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