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 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,441 250,000 4,972 CHF 3,750 CHF 96.61% 96.61%
28/08/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,710 250,000 4,964 CHF 3,750 CHF 98.93% 98.93%
27/08/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 992,782 250,000 4,964 CHF 3,750 CHF 98.98% 98.98%
26/08/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 98.91% 98.91%
23/08/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 986,358 250,000 4,932 CHF 3,750 CHF 99.01% 99.01%
22/08/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 988,520 250,000 4,943 CHF 3,750 CHF 98.79% 98.79%
21/08/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 996,548 250,000 4,983 CHF 3,750 CHF 99.04% 99.04%
20/08/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 997,810 250,000 4,989 CHF 3,750 CHF 98.79% 98.79%
19/08/2024 92.75% 0.01 CHF 0.02 CHF 1,000,000 250,000 991,874 250,000 6,046 CHF 4,022 CHF 96.10% 96.10%
16/08/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,799 250,000 4,979 CHF 3,750 CHF 97.86% 97.86%

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