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 9.30% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 471,581 102,644 CHF 52,931 CHF 99.41% 99.41%
28/08/2024 9.02% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 409,003 106,135 CHF 47,444 CHF 99.34% 99.34%
27/08/2024 7.94% 0.12 CHF 0.13 CHF 1,000,000 400,000 1,000,000 400,000 121,106 CHF 52,442 CHF 99.40% 99.40%
26/08/2024 8.91% 0.11 CHF 0.12 CHF 1,000,000 400,000 1,000,000 434,597 107,680 CHF 50,878 CHF 99.40% 99.40%
23/08/2024 9.62% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 99,033 CHF 54,517 CHF 99.33% 99.33%
22/08/2024 10.53% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 89,955 CHF 49,977 CHF 99.48% 99.48%
21/08/2024 9.68% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 98,432 CHF 54,216 CHF 99.34% 99.34%
20/08/2024 7.79% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 404,107 124,097 CHF 54,090 CHF 99.58% 99.58%
19/08/2024 7.33% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 400,000 131,806 CHF 56,722 CHF 99.31% 99.31%
16/08/2024 7.15% 0.13 CHF 0.14 CHF 1,000,000 400,000 1,000,000 400,000 134,981 CHF 57,992 CHF 99.63% 99.63%

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