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 2.98% 0.35 CHF 0.36 CHF 200,000 200,000 221,593 221,593 73,316 CHF 75,532 CHF 93.39% 93.39%
28/08/2024 3.28% 0.30 CHF 0.31 CHF 225,000 225,000 231,286 231,285 69,306 CHF 71,619 CHF 100.00% 100.00%
27/08/2024 3.35% 0.29 CHF 0.30 CHF 250,000 250,000 247,312 247,312 72,618 CHF 75,091 CHF 98.77% 98.77%
26/08/2024 3.19% 0.31 CHF 0.32 CHF 250,000 250,000 240,913 240,915 74,253 CHF 76,662 CHF 82.66% 82.66%
23/08/2024 3.36% 0.29 CHF 0.30 CHF 250,000 250,000 250,000 250,000 73,101 CHF 75,601 CHF 80.08% 80.08%
22/08/2024 3.20% 0.32 CHF 0.33 CHF 250,000 250,000 246,193 246,192 75,596 CHF 78,058 CHF 99.69% 99.69%
21/08/2024 3.48% 0.28 CHF 0.29 CHF 275,000 275,000 258,445 258,445 73,047 CHF 75,632 CHF 99.54% 99.54%
20/08/2024 3.31% 0.29 CHF 0.30 CHF 250,000 250,000 250,000 250,000 74,382 CHF 76,882 CHF 99.90% 99.90%
19/08/2024 3.55% 0.29 CHF 0.30 CHF 250,000 250,000 269,909 269,909 74,790 CHF 77,489 CHF 99.23% 99.23%
16/08/2024 3.81% 0.26 CHF 0.27 CHF 275,000 275,000 284,471 284,470 73,201 CHF 76,045 CHF 98.90% 98.90%

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