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 4.71% 0.22 CHF 0.23 CHF 750,000 250,000 885,139 295,046 183,663 CHF 64,172 CHF 99.30% 99.30%
28/08/2024 4.58% 0.22 CHF 0.23 CHF 750,000 250,000 870,468 290,156 185,426 CHF 64,710 CHF 99.53% 99.53%
27/08/2024 4.10% 0.23 CHF 0.24 CHF 750,000 250,000 750,000 250,000 179,012 CHF 62,171 CHF 99.41% 99.41%
26/08/2024 4.50% 0.22 CHF 0.23 CHF 750,000 250,000 841,016 280,339 182,491 CHF 63,634 CHF 99.31% 99.31%
23/08/2024 5.04% 0.21 CHF 0.22 CHF 900,000 300,000 900,000 300,000 174,150 CHF 61,050 CHF 99.34% 99.34%
22/08/2024 5.40% 0.18 CHF 0.19 CHF 900,000 300,000 900,000 300,000 162,067 CHF 57,022 CHF 99.49% 99.49%
21/08/2024 4.98% 0.20 CHF 0.21 CHF 900,000 300,000 900,000 300,000 176,293 CHF 61,764 CHF 99.34% 99.34%
20/08/2024 4.12% 0.20 CHF 0.21 CHF 900,000 300,000 765,043 255,014 181,988 CHF 63,213 CHF 98.43% 98.43%
19/08/2024 3.95% 0.28 CHF 0.29 CHF 750,000 250,000 750,000 250,000 186,521 CHF 64,674 CHF 99.33% 99.33%
16/08/2024 3.86% 0.25 CHF 0.26 CHF 750,000 250,000 750,000 250,000 190,948 CHF 66,149 CHF 99.60% 99.60%

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