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 2.10% 0.61 CHF 0.62 CHF 100,000 100,000 120,028 120,028 56,818 CHF 58,018 CHF 96.73% 96.73%
28/08/2024 1.77% 0.50 CHF 0.51 CHF 100,000 100,000 100,000 100,000 56,002 CHF 57,002 CHF 99.42% 99.42%
27/08/2024 1.88% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 52,842 CHF 53,842 CHF 98.23% 98.23%
26/08/2024 1.66% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 59,620 CHF 60,620 CHF 99.26% 99.26%
23/08/2024 1.61% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 61,528 CHF 62,528 CHF 99.39% 99.39%
22/08/2024 1.54% 0.65 CHF 0.66 CHF 100,000 100,000 98,686 98,687 63,757 CHF 64,744 CHF 99.18% 99.18%
21/08/2024 1.73% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 57,401 CHF 58,401 CHF 99.45% 99.45%
20/08/2024 1.66% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 59,925 CHF 60,925 CHF 99.23% 99.23%
19/08/2024 1.78% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 55,797 CHF 56,797 CHF 96.64% 96.64%
16/08/2024 1.82% 0.52 CHF 0.53 CHF 100,000 100,000 100,000 100,000 54,504 CHF 55,504 CHF 98.67% 98.67%

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