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
15/07/2024 3.45% 0.27 CHF 0.28 CHF 300,000 300,000 300,000 300,000 85,422 CHF 88,422 CHF 99.99% 99.99%
12/07/2024 3.33% 0.29 CHF 0.30 CHF 300,000 300,000 300,000 300,000 88,620 CHF 91,620 CHF 100.00% 100.00%
11/07/2024 3.19% 0.32 CHF 0.33 CHF 300,000 300,000 299,733 299,733 92,655 CHF 95,655 CHF 99.93% 99.93%
10/07/2024 3.01% 0.31 CHF 0.32 CHF 300,000 300,000 300,000 300,000 98,123 CHF 101,123 CHF 100.00% 100.00%
09/07/2024 2.96% 0.34 CHF 0.35 CHF 300,000 300,000 299,642 299,642 99,995 CHF 102,995 CHF 100.00% 100.00%
08/07/2024 2.89% 0.33 CHF 0.34 CHF 300,000 300,000 300,000 300,000 102,451 CHF 105,451 CHF 100.00% 100.00%
05/07/2024 2.98% 0.34 CHF 0.35 CHF 300,000 300,000 300,000 300,000 99,342 CHF 102,342 CHF 99.78% 99.78%
04/07/2024 2.97% 0.33 CHF 0.34 CHF 300,000 300,000 300,000 300,000 99,714 CHF 102,714 CHF 100.00% 100.00%
03/07/2024 2.92% 0.33 CHF 0.34 CHF 300,000 300,000 300,000 300,000 101,235 CHF 104,235 CHF 100.00% 100.00%
02/07/2024 2.70% 0.36 CHF 0.37 CHF 300,000 300,000 300,000 300,000 109,585 CHF 112,585 CHF 99.99% 99.99%

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