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 6.07% 0.25 CHF 0.27 CHF 25,000 25,000 24,858 24,858 6,544 CHF 6,952 CHF 99.16% 99.16%
28/08/2024 3.54% 0.29 CHF 0.30 CHF 163,255 50,000 162,163 50,000 44,966 CHF 14,364 CHF 100.00% 100.00%
27/08/2024 3.39% 0.29 CHF 0.30 CHF 163,391 50,000 164,124 50,000 47,669 CHF 15,022 CHF 100.00% 100.00%
26/08/2024 3.52% 0.28 CHF 0.29 CHF 163,000 50,000 163,056 50,000 45,556 CHF 14,468 CHF 100.00% 100.00%
23/08/2024 3.67% 0.26 CHF 0.27 CHF 161,195 50,000 162,770 50,000 43,575 CHF 13,883 CHF 100.00% 100.00%
22/08/2024 3.86% 0.26 CHF 0.27 CHF 161,840 50,000 161,139 49,955 40,997 CHF 13,209 CHF 98.29% 98.29%
21/08/2024 3.86% 0.24 CHF 0.25 CHF 160,722 50,000 161,866 50,000 41,105 CHF 13,196 CHF 100.00% 100.00%
20/08/2024 4.03% 0.26 CHF 0.27 CHF 162,900 50,000 161,991 50,000 39,400 CHF 12,660 CHF 100.00% 100.00%
19/08/2024 3.77% 0.25 CHF 0.26 CHF 163,691 50,000 164,684 50,000 42,896 CHF 13,523 CHF 99.51% 99.51%
16/08/2024 4.14% 0.25 CHF 0.26 CHF 163,831 50,000 162,740 50,000 38,632 CHF 12,364 CHF 100.00% 100.00%

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