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 3.49% 0.30 CHF 0.31 CHF 750,000 250,000 750,000 250,000 211,200 CHF 72,900 CHF 99.33% 99.33%
28/08/2024 3.40% 0.29 CHF 0.30 CHF 750,000 250,000 750,000 250,000 216,690 CHF 74,730 CHF 99.44% 99.44%
27/08/2024 3.10% 0.31 CHF 0.32 CHF 750,000 250,000 750,000 250,000 238,546 CHF 82,015 CHF 99.34% 99.34%
26/08/2024 3.38% 0.30 CHF 0.31 CHF 750,000 250,000 750,000 250,000 218,624 CHF 75,375 CHF 99.55% 99.55%
23/08/2024 3.74% 0.28 CHF 0.29 CHF 750,000 250,000 750,000 250,000 196,890 CHF 68,130 CHF 99.31% 99.31%
22/08/2024 3.95% 0.25 CHF 0.26 CHF 750,000 250,000 750,000 250,000 186,246 CHF 64,582 CHF 99.49% 99.49%
21/08/2024 3.72% 0.27 CHF 0.28 CHF 750,000 250,000 750,000 250,000 198,213 CHF 68,571 CHF 99.23% 99.23%
20/08/2024 3.13% 0.27 CHF 0.28 CHF 750,000 250,000 721,159 240,386 226,961 CHF 78,058 CHF 99.56% 99.56%
19/08/2024 3.00% 0.36 CHF 0.37 CHF 600,000 200,000 718,619 239,540 235,311 CHF 80,833 CHF 99.20% 99.20%
16/08/2024 2.96% 0.33 CHF 0.34 CHF 750,000 250,000 715,516 238,505 237,738 CHF 81,631 CHF 99.57% 99.57%

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