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 13.69% 0.13 CHF 0.14 CHF 25,000 25,000 24,858 24,858 2,974 CHF 3,408 CHF 99.16% 99.16%
28/08/2024 8.37% 0.11 CHF 0.12 CHF 324,301 50,000 323,100 50,000 37,067 CHF 6,236 CHF 100.00% 100.00%
27/08/2024 8.70% 0.11 CHF 0.12 CHF 334,521 50,000 334,521 50,000 36,797 CHF 6,000 CHF 78.88% 78.88%
26/08/2024 8.24% 0.11 CHF 0.12 CHF 326,234 50,000 323,030 50,000 37,660 CHF 6,330 CHF 100.00% 100.00%
23/08/2024 7.84% 0.13 CHF 0.14 CHF 310,337 50,000 319,556 50,000 39,200 CHF 6,637 CHF 100.00% 100.00%
22/08/2024 7.41% 0.12 CHF 0.13 CHF 311,296 50,000 296,044 49,955 38,478 CHF 6,993 CHF 98.29% 98.29%
21/08/2024 7.34% 0.14 CHF 0.15 CHF 298,632 50,000 304,749 50,000 40,008 CHF 7,066 CHF 100.00% 100.00%
20/08/2024 7.03% 0.13 CHF 0.14 CHF 299,488 50,000 298,934 50,000 41,098 CHF 7,375 CHF 98.86% 98.86%
19/08/2024 7.38% 0.13 CHF 0.14 CHF 314,383 50,000 318,420 50,000 41,551 CHF 7,027 CHF 99.51% 99.51%
16/08/2024 6.51% 0.15 CHF 0.16 CHF 299,828 50,000 294,298 50,000 43,835 CHF 7,959 CHF 100.00% 100.00%

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