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 29.48% 0.05 CHF 0.07 CHF 25,000 25,000 24,858 24,858 1,182 CHF 1,589 CHF 99.16% 99.16%
28/08/2024 19.30% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 23,620 CHF 2,862 CHF 100.00% 100.00%
27/08/2024 21.65% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 20,710 CHF 2,571 CHF 78.88% 78.88%
26/08/2024 18.18% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 25,000 CHF 3,000 CHF 100.00% 100.00%
23/08/2024 17.54% 0.05 CHF 0.06 CHF 500,000 50,000 500,000 50,000 26,146 CHF 3,115 CHF 99.99% 99.99%
22/08/2024 16.30% 0.06 CHF 0.07 CHF 500,000 50,000 498,486 49,955 28,287 CHF 3,335 CHF 98.29% 98.29%
21/08/2024 15.73% 0.06 CHF 0.07 CHF 500,000 50,000 500,000 50,000 29,380 CHF 3,438 CHF 100.00% 100.00%
20/08/2024 15.34% 0.06 CHF 0.07 CHF 476,311 50,000 479,312 50,000 28,868 CHF 3,511 CHF 98.87% 98.87%
19/08/2024 15.47% 0.06 CHF 0.07 CHF 500,000 50,000 497,300 50,000 29,688 CHF 3,485 CHF 99.51% 99.51%
16/08/2024 13.83% 0.07 CHF 0.08 CHF 488,789 50,000 458,061 50,000 30,904 CHF 3,883 CHF 100.00% 100.00%

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