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 4.19% 0.27 CHF 0.28 CHF 225,000 225,000 266,941 266,941 62,418 CHF 65,087 CHF 99.66% 99.66%
28/08/2024 3.50% 0.20 CHF 0.21 CHF 250,000 250,000 229,941 229,941 64,851 CHF 67,151 CHF 100.00% 100.00%
27/08/2024 3.50% 0.31 CHF 0.32 CHF 225,000 225,000 237,141 237,141 66,730 CHF 69,101 CHF 98.78% 98.78%
26/08/2024 2.78% 0.30 CHF 0.31 CHF 250,000 250,000 206,662 206,661 73,503 CHF 75,569 CHF 99.55% 99.55%
23/08/2024 2.72% 0.37 CHF 0.38 CHF 200,000 200,000 209,775 209,775 76,254 CHF 78,351 CHF 100.00% 100.00%
22/08/2024 2.10% 0.44 CHF 0.45 CHF 200,000 200,000 180,541 180,541 84,969 CHF 86,775 CHF 99.71% 99.71%
21/08/2024 2.38% 0.45 CHF 0.46 CHF 175,000 175,000 198,063 198,063 82,263 CHF 84,244 CHF 99.55% 99.55%
20/08/2024 2.31% 0.40 CHF 0.41 CHF 200,000 200,000 198,221 198,221 84,734 CHF 86,716 CHF 99.93% 99.93%
19/08/2024 3.13% 0.33 CHF 0.34 CHF 225,000 225,000 232,731 232,731 73,294 CHF 75,622 CHF 99.23% 99.23%
16/08/2024 3.05% 0.31 CHF 0.32 CHF 250,000 250,000 235,168 235,168 76,110 CHF 78,461 CHF 98.91% 98.91%

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