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 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 99.37% 99.37%
28/08/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 99.34% 99.34%
27/08/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 99.38% 99.38%
26/08/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 99.34% 99.34%
23/08/2024 88.14% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 6,536 CHF 8,268 CHF 99.35% 99.35%
22/08/2024 73.71% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,588 CHF 9,294 CHF 99.56% 99.56%
21/08/2024 80.48% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,466 CHF 8,733 CHF 99.24% 99.24%
20/08/2024 153.51% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 1,687 CHF 5,844 CHF 99.57% 99.57%
19/08/2024 144.04% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,981 CHF 5,991 CHF 99.38% 99.38%
16/08/2024 101.58% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,925 CHF 7,462 CHF 99.60% 99.60%

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