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 11.44% 0.08 CHF 0.09 CHF 625,000 325,000 610,487 312,443 50,341 CHF 28,874 CHF 93.40% 93.40%
28/08/2024 11.29% 0.09 CHF 0.10 CHF 600,000 300,000 607,885 315,869 50,818 CHF 29,602 CHF 100.00% 100.00%
27/08/2024 10.14% 0.10 CHF 0.11 CHF 500,000 500,000 546,027 377,929 51,103 CHF 39,718 CHF 98.77% 98.77%
26/08/2024 10.49% 0.09 CHF 0.10 CHF 575,000 300,000 564,269 306,307 50,971 CHF 30,802 CHF 82.67% 82.67%
23/08/2024 8.74% 0.11 CHF 0.12 CHF 475,000 475,000 474,370 474,367 51,959 CHF 56,702 CHF 80.08% 80.08%
22/08/2024 9.23% 0.10 CHF 0.11 CHF 475,000 475,000 489,255 489,255 50,595 CHF 55,487 CHF 99.72% 99.72%
21/08/2024 7.55% 0.12 CHF 0.13 CHF 400,000 400,000 405,329 405,315 51,698 CHF 55,749 CHF 99.55% 99.55%
20/08/2024 7.89% 0.12 CHF 0.13 CHF 425,000 425,000 419,713 419,701 51,107 CHF 55,303 CHF 99.90% 99.90%
19/08/2024 6.72% 0.13 CHF 0.14 CHF 400,000 400,000 363,390 363,390 52,262 CHF 55,896 CHF 99.25% 99.25%
16/08/2024 5.76% 0.16 CHF 0.17 CHF 300,000 300,000 306,839 306,839 51,800 CHF 54,868 CHF 98.91% 98.91%

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