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 1.73% 0.60 CHF 0.61 CHF 600,000 200,000 600,000 200,000 343,412 CHF 116,471 CHF 99.35% 99.35%
28/08/2024 1.70% 0.59 CHF 0.60 CHF 600,000 200,000 600,000 200,000 349,892 CHF 118,631 CHF 99.30% 99.30%
27/08/2024 1.60% 0.60 CHF 0.61 CHF 600,000 200,000 600,000 200,000 372,612 CHF 126,204 CHF 99.33% 99.33%
26/08/2024 1.69% 0.60 CHF 0.61 CHF 600,000 200,000 600,000 200,000 352,516 CHF 119,505 CHF 99.55% 99.55%
23/08/2024 1.82% 0.57 CHF 0.58 CHF 600,000 200,000 600,000 200,000 326,751 CHF 110,917 CHF 99.35% 99.35%
22/08/2024 1.88% 0.53 CHF 0.54 CHF 600,000 200,000 600,000 200,000 316,249 CHF 107,416 CHF 99.47% 99.47%
21/08/2024 1.80% 0.56 CHF 0.57 CHF 600,000 200,000 600,000 200,000 330,550 CHF 112,183 CHF 99.24% 99.24%
20/08/2024 1.59% 0.56 CHF 0.57 CHF 600,000 200,000 600,000 200,000 375,351 CHF 127,117 CHF 99.57% 99.57%
19/08/2024 1.56% 0.68 CHF 0.69 CHF 450,000 150,000 580,900 193,633 368,318 CHF 124,709 CHF 99.24% 99.24%
16/08/2024 1.56% 0.63 CHF 0.64 CHF 600,000 200,000 600,000 200,000 382,881 CHF 129,627 CHF 99.60% 99.60%

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