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 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 99.38% 99.38%
28/08/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 99.48% 99.48%
27/08/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 99.38% 99.38%
26/08/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 99.31% 99.31%
23/08/2024 30.65% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 28,178 CHF 19,089 CHF 99.38% 99.38%
22/08/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 99.55% 99.55%
21/08/2024 29.94% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 28,804 CHF 19,402 CHF 99.22% 99.22%
20/08/2024 62.52% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 11,554 CHF 10,777 CHF 99.58% 99.58%
19/08/2024 61.68% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 11,350 CHF 10,675 CHF 99.39% 99.39%
16/08/2024 46.21% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 16,797 CHF 13,399 CHF 99.55% 99.55%

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