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 1.63% 0.51 CHF 0.52 CHF 100,000 100,000 100,188 100,188 61,461 CHF 62,463 CHF 97.10% 97.10%
28/08/2024 1.64% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 60,500 CHF 61,500 CHF 99.45% 99.45%
27/08/2024 1.58% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 100,000 62,808 CHF 63,808 CHF 98.29% 98.29%
26/08/2024 1.69% 0.60 CHF 0.61 CHF 100,000 100,000 100,000 100,000 58,761 CHF 59,761 CHF 99.29% 99.29%
23/08/2024 1.62% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 100,000 61,181 CHF 62,181 CHF 99.40% 99.40%
22/08/2024 1.68% 0.60 CHF 0.61 CHF 100,000 100,000 100,000 100,000 58,860 CHF 59,860 CHF 99.18% 99.18%
21/08/2024 1.57% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 63,391 CHF 64,391 CHF 99.48% 99.48%
20/08/2024 1.59% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 62,384 CHF 63,384 CHF 99.18% 99.18%
19/08/2024 1.50% 0.65 CHF 0.66 CHF 100,000 100,000 86,958 86,958 57,349 CHF 58,218 CHF 96.64% 96.64%
16/08/2024 1.44% 0.70 CHF 0.71 CHF 75,000 75,000 75,000 75,000 51,736 CHF 52,486 CHF 98.55% 98.55%

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