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 13.56% 0.07 CHF 0.08 CHF 1,000,000 500,000 996,275 498,758 68,580 CHF 39,321 CHF 93.39% 93.39%
28/08/2024 15.02% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 61,666 CHF 35,833 CHF 100.00% 100.00%
27/08/2024 16.07% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 57,337 CHF 33,668 CHF 98.77% 98.77%
26/08/2024 15.42% 0.06 CHF 0.07 CHF 1,000,000 500,000 978,645 492,882 58,573 CHF 34,429 CHF 82.66% 82.66%
23/08/2024 16.11% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 57,170 CHF 33,585 CHF 80.08% 80.08%
22/08/2024 15.49% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 59,602 CHF 34,801 CHF 99.76% 99.76%
21/08/2024 16.69% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 54,916 CHF 32,458 CHF 99.54% 99.54%
20/08/2024 16.06% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 57,365 CHF 33,682 CHF 99.90% 99.90%
19/08/2024 16.80% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 54,578 CHF 32,289 CHF 99.23% 99.23%
16/08/2024 18.19% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 49,973 CHF 29,986 CHF 98.90% 98.90%

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