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 2.60% 0.37 CHF 0.38 CHF 300,000 100,000 300,000 100,000 114,184 CHF 39,061 CHF 98.67% 98.67%
12/07/2024 2.86% 0.36 CHF 0.37 CHF 300,000 100,000 300,000 100,000 103,666 CHF 35,555 CHF 98.77% 98.77%
11/07/2024 4.57% 0.24 CHF 0.25 CHF 300,000 100,000 300,000 100,000 64,489 CHF 22,496 CHF 99.22% 99.22%
10/07/2024 5.02% 0.20 CHF 0.21 CHF 300,000 100,000 300,000 100,000 58,555 CHF 20,518 CHF 97.38% 97.38%
09/07/2024 4.23% 0.19 CHF 0.20 CHF 300,000 100,000 300,000 100,000 70,373 CHF 24,458 CHF 98.39% 98.39%
08/07/2024 3.19% 0.28 CHF 0.29 CHF 300,000 100,000 300,000 100,000 92,822 CHF 31,941 CHF 97.36% 97.36%
05/07/2024 2.72% 0.33 CHF 0.34 CHF 300,000 100,000 300,000 100,000 108,919 CHF 37,307 CHF 98.58% 98.58%
04/07/2024 2.70% 0.38 CHF 0.39 CHF 300,000 100,000 300,000 100,000 109,694 CHF 37,565 CHF 93.09% 93.09%
03/07/2024 2.76% 0.36 CHF 0.37 CHF 300,000 100,000 300,000 100,000 107,284 CHF 36,761 CHF 99.23% 99.23%
02/07/2024 3.45% 0.27 CHF 0.28 CHF 300,000 100,000 300,000 100,000 85,526 CHF 29,509 CHF 98.87% 98.87%

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