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 5.65% 0.18 CHF 0.19 CHF 600,000 200,000 600,000 200,000 103,824 CHF 36,608 CHF 92.96% 92.96%
12/07/2024 4.59% 0.20 CHF 0.21 CHF 600,000 200,000 600,000 200,000 127,905 CHF 44,635 CHF 94.15% 94.15%
11/07/2024 3.70% 0.24 CHF 0.25 CHF 600,000 200,000 600,000 200,000 159,288 CHF 55,096 CHF 91.30% 91.30%
10/07/2024 3.29% 0.28 CHF 0.29 CHF 600,000 200,000 600,000 200,000 179,696 CHF 61,899 CHF 87.23% 87.23%
09/07/2024 3.14% 0.33 CHF 0.34 CHF 600,000 200,000 600,000 200,000 188,135 CHF 64,712 CHF 85.57% 85.57%
08/07/2024 3.44% 0.30 CHF 0.31 CHF 600,000 200,000 600,000 200,000 171,805 CHF 59,268 CHF 85.27% 85.27%
05/07/2024 3.50% 0.29 CHF 0.30 CHF 600,000 200,000 600,000 200,000 168,739 CHF 58,246 CHF 90.47% 90.47%
04/07/2024 3.13% 0.30 CHF 0.31 CHF 600,000 200,000 600,000 200,000 188,679 CHF 64,893 CHF 78.10% 78.10%
03/07/2024 3.15% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 187,587 CHF 64,529 CHF 92.36% 92.36%
02/07/2024 2.85% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 208,268 CHF 71,423 CHF 96.41% 96.41%

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