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 1.43% 0.72 CHF 0.73 CHF 450,000 150,000 450,000 150,000 312,273 CHF 105,591 CHF 99.38% 99.38%
28/08/2024 1.41% 0.71 CHF 0.72 CHF 450,000 150,000 450,000 150,000 317,406 CHF 107,302 CHF 99.34% 99.34%
27/08/2024 1.33% 0.73 CHF 0.74 CHF 450,000 150,000 450,000 150,000 335,722 CHF 113,407 CHF 99.33% 99.33%
26/08/2024 1.40% 0.72 CHF 0.73 CHF 450,000 150,000 450,000 150,000 319,578 CHF 108,026 CHF 99.56% 99.56%
23/08/2024 1.50% 0.69 CHF 0.70 CHF 450,000 150,000 596,009 198,670 395,480 CHF 133,813 CHF 99.32% 99.32%
22/08/2024 1.55% 0.64 CHF 0.65 CHF 450,000 150,000 450,000 150,000 287,792 CHF 97,431 CHF 99.48% 99.48%
21/08/2024 1.49% 0.67 CHF 0.68 CHF 450,000 150,000 450,000 150,000 299,908 CHF 101,470 CHF 99.25% 99.25%
20/08/2024 1.33% 0.68 CHF 0.69 CHF 450,000 150,000 450,000 150,000 335,372 CHF 113,291 CHF 99.54% 99.54%
19/08/2024 1.31% 0.80 CHF 0.81 CHF 450,000 150,000 450,000 150,000 342,515 CHF 115,672 CHF 99.24% 99.24%
16/08/2024 1.30% 0.76 CHF 0.77 CHF 450,000 150,000 450,000 150,000 342,999 CHF 115,833 CHF 99.56% 99.56%

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