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 1.89% 0.53 CHF 0.54 CHF 600,000 200,000 600,000 200,000 315,358 CHF 107,119 CHF 92.94% 92.94%
12/07/2024 1.75% 0.55 CHF 0.56 CHF 600,000 200,000 600,000 200,000 339,483 CHF 115,161 CHF 94.15% 94.15%
11/07/2024 1.61% 0.59 CHF 0.60 CHF 600,000 200,000 600,000 200,000 370,588 CHF 125,529 CHF 91.29% 91.29%
10/07/2024 1.53% 0.63 CHF 0.64 CHF 600,000 200,000 600,000 200,000 390,355 CHF 132,118 CHF 87.23% 87.23%
09/07/2024 1.49% 0.68 CHF 0.69 CHF 600,000 200,000 600,000 200,000 398,746 CHF 134,915 CHF 85.58% 85.58%
08/07/2024 1.56% 0.65 CHF 0.66 CHF 600,000 200,000 600,000 200,000 382,225 CHF 129,408 CHF 85.27% 85.27%
05/07/2024 1.57% 0.64 CHF 0.65 CHF 600,000 200,000 600,000 200,000 379,522 CHF 128,507 CHF 90.46% 90.46%
04/07/2024 1.49% 0.66 CHF 0.67 CHF 600,000 200,000 600,000 200,000 399,757 CHF 135,252 CHF 78.08% 78.08%
03/07/2024 1.49% 0.66 CHF 0.67 CHF 600,000 200,000 600,000 200,000 398,806 CHF 134,935 CHF 92.36% 92.36%
02/07/2024 1.42% 0.69 CHF 0.70 CHF 600,000 200,000 600,000 200,000 418,468 CHF 141,489 CHF 96.41% 96.41%

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