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 1.89% 0.66 CHF 0.67 CHF 100,000 100,000 106,321 106,321 55,996 CHF 57,060 CHF 96.75% 96.75%
28/08/2024 1.63% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 61,055 CHF 62,055 CHF 99.42% 99.42%
27/08/2024 1.71% 0.60 CHF 0.61 CHF 100,000 100,000 100,000 100,000 58,007 CHF 59,007 CHF 98.20% 98.20%
26/08/2024 1.53% 0.63 CHF 0.64 CHF 100,000 100,000 100,000 100,000 64,799 CHF 65,799 CHF 99.28% 99.28%
23/08/2024 1.49% 0.64 CHF 0.65 CHF 100,000 100,000 83,791 83,791 55,677 CHF 56,515 CHF 99.46% 99.46%
22/08/2024 1.42% 0.70 CHF 0.71 CHF 75,000 75,000 75,000 75,000 52,360 CHF 53,110 CHF 99.23% 99.23%
21/08/2024 1.57% 0.65 CHF 0.66 CHF 75,000 75,000 96,184 96,184 60,508 CHF 61,470 CHF 99.49% 99.49%
20/08/2024 1.53% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 65,020 CHF 66,020 CHF 99.27% 99.27%
19/08/2024 1.61% 0.62 CHF 0.63 CHF 100,000 100,000 99,462 99,464 61,223 CHF 62,219 CHF 96.62% 96.62%
16/08/2024 1.64% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 60,383 CHF 61,383 CHF 98.56% 98.56%

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