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 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 99.31% 99.31%
28/08/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 99.48% 99.48%
27/08/2024 47.16% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,225 CHF 13,113 CHF 99.40% 99.40%
26/08/2024 54.17% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 13,580 CHF 11,790 CHF 99.33% 99.33%
23/08/2024 58.66% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 12,059 CHF 11,030 CHF 99.35% 99.35%
22/08/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 99.52% 99.52%
21/08/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 99.23% 99.23%
20/08/2024 41.95% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 19,269 CHF 14,635 CHF 98.45% 98.45%
19/08/2024 38.84% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 21,016 CHF 15,508 CHF 99.32% 99.32%
16/08/2024 37.30% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 22,362 CHF 16,181 CHF 96.95% 96.95%

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