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 1.74% 0.58 CHF 0.59 CHF 450,000 150,000 450,000 150,000 257,120 CHF 87,207 CHF 98.47% 98.47%
12/07/2024 1.74% 0.59 CHF 0.60 CHF 450,000 150,000 450,000 150,000 257,121 CHF 87,207 CHF 99.06% 99.06%
11/07/2024 1.80% 0.55 CHF 0.56 CHF 450,000 150,000 450,000 150,000 248,016 CHF 84,172 CHF 97.31% 97.31%
10/07/2024 1.89% 0.53 CHF 0.54 CHF 450,000 150,000 450,000 150,000 236,056 CHF 80,185 CHF 98.92% 98.92%
09/07/2024 1.92% 0.50 CHF 0.51 CHF 450,000 150,000 450,000 150,000 232,127 CHF 78,876 CHF 99.10% 99.10%
08/07/2024 1.68% 0.56 CHF 0.57 CHF 450,000 150,000 450,000 150,000 266,067 CHF 90,189 CHF 98.81% 98.81%
05/07/2024 1.72% 0.57 CHF 0.59 CHF 450,000 150,000 450,000 150,000 259,280 CHF 87,927 CHF 99.02% 99.02%
04/07/2024 1.71% 0.58 CHF 0.59 CHF 450,000 150,000 450,000 150,000 261,397 CHF 88,632 CHF 99.41% 99.41%
03/07/2024 1.86% 0.54 CHF 0.55 CHF 450,000 150,000 450,000 150,000 240,067 CHF 81,522 CHF 99.42% 99.42%
02/07/2024 2.09% 0.47 CHF 0.48 CHF 450,000 150,000 450,000 150,000 213,309 CHF 72,603 CHF 98.86% 98.86%

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