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 10.39% 0.09 CHF 0.10 CHF 750,000 375,000 755,382 440,500 68,934 CHF 45,013 CHF 100.00% 100.00%
28/08/2024 10.14% 0.10 CHF 0.11 CHF 725,000 725,000 729,115 499,175 68,323 CHF 52,545 CHF 100.00% 100.00%
27/08/2024 8.06% 0.11 CHF 0.12 CHF 625,000 625,000 625,555 625,539 74,504 CHF 80,758 CHF 98.77% 98.77%
26/08/2024 7.39% 0.13 CHF 0.14 CHF 575,000 575,000 571,406 571,403 74,479 CHF 80,192 CHF 99.54% 99.54%
23/08/2024 6.63% 0.14 CHF 0.15 CHF 550,000 550,000 531,295 531,299 77,547 CHF 82,863 CHF 100.00% 100.00%
22/08/2024 6.47% 0.15 CHF 0.16 CHF 500,000 500,000 512,202 512,204 76,622 CHF 81,746 CHF 99.69% 99.69%
21/08/2024 6.00% 0.15 CHF 0.16 CHF 475,000 475,000 481,303 481,303 77,895 CHF 82,708 CHF 99.55% 99.55%
20/08/2024 6.24% 0.17 CHF 0.18 CHF 475,000 475,000 495,077 495,077 76,972 CHF 81,923 CHF 99.90% 99.90%
19/08/2024 5.74% 0.16 CHF 0.17 CHF 500,000 500,000 458,459 458,455 77,592 CHF 82,176 CHF 99.24% 99.24%
16/08/2024 5.15% 0.18 CHF 0.19 CHF 425,000 425,000 414,851 414,845 78,558 CHF 82,706 CHF 98.83% 98.83%

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