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 0.72% 1.30 CHF 1.31 CHF 35,000 35,000 35,000 35,000 48,531 CHF 48,881 CHF 97.00% 97.00%
28/08/2024 0.71% 1.42 CHF 1.43 CHF 35,000 35,000 35,000 35,000 49,115 CHF 49,465 CHF 99.39% 99.39%
27/08/2024 0.69% 1.43 CHF 1.44 CHF 35,000 35,000 35,000 35,000 50,406 CHF 50,756 CHF 98.23% 98.23%
26/08/2024 0.70% 1.52 CHF 1.53 CHF 35,000 35,000 35,000 35,000 49,794 CHF 50,144 CHF 99.25% 99.25%
23/08/2024 0.80% 1.30 CHF 1.31 CHF 35,000 35,000 35,000 35,000 43,632 CHF 43,982 CHF 99.39% 99.39%
22/08/2024 0.83% 1.19 CHF 1.20 CHF 35,000 35,000 35,000 35,000 42,063 CHF 42,413 CHF 99.15% 99.15%
21/08/2024 0.84% 1.18 CHF 1.19 CHF 35,000 35,000 35,000 35,000 41,650 CHF 42,000 CHF 99.39% 99.39%
20/08/2024 0.83% 1.17 CHF 1.18 CHF 35,000 35,000 35,000 35,000 41,907 CHF 42,257 CHF 99.24% 99.24%
19/08/2024 0.87% 1.16 CHF 1.17 CHF 35,000 35,000 35,000 35,000 40,215 CHF 40,565 CHF 96.59% 96.59%
16/08/2024 0.90% 1.09 CHF 1.10 CHF 35,000 35,000 35,000 35,000 38,743 CHF 39,093 CHF 98.24% 98.24%

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