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 6.55% 0.16 CHF 0.17 CHF 325,000 325,000 354,973 354,973 52,405 CHF 55,954 CHF 96.92% 96.92%
28/08/2024 6.67% 0.14 CHF 0.15 CHF 350,000 350,000 361,124 361,124 52,337 CHF 55,948 CHF 99.39% 99.39%
27/08/2024 6.70% 0.14 CHF 0.15 CHF 350,000 350,000 362,593 362,593 52,321 CHF 55,947 CHF 98.23% 98.23%
26/08/2024 6.71% 0.14 CHF 0.15 CHF 375,000 375,000 363,459 363,459 52,364 CHF 55,998 CHF 99.23% 99.23%
23/08/2024 5.82% 0.16 CHF 0.17 CHF 325,000 325,000 307,800 307,800 51,331 CHF 54,409 CHF 99.39% 99.39%
22/08/2024 5.71% 0.17 CHF 0.18 CHF 300,000 300,000 300,000 300,000 51,000 CHF 54,000 CHF 99.15% 99.15%
21/08/2024 5.71% 0.17 CHF 0.18 CHF 300,000 300,000 300,000 300,000 51,084 CHF 54,084 CHF 99.38% 99.38%
20/08/2024 5.70% 0.18 CHF 0.19 CHF 300,000 300,000 300,000 300,000 51,185 CHF 54,185 CHF 99.18% 99.18%
19/08/2024 5.46% 0.18 CHF 0.19 CHF 300,000 300,000 299,706 299,706 53,385 CHF 56,382 CHF 96.53% 96.53%
16/08/2024 5.35% 0.19 CHF 0.20 CHF 275,000 275,000 295,186 295,186 53,661 CHF 56,613 CHF 98.23% 98.23%

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