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 1.20% 0.84 CHF 0.85 CHF 300,000 100,000 300,000 100,000 248,650 CHF 83,883 CHF 99.15% 99.15%
12/07/2024 1.35% 0.82 CHF 0.83 CHF 300,000 100,000 300,000 100,000 221,454 CHF 74,818 CHF 99.19% 99.19%
11/07/2024 1.20% 0.77 CHF 0.78 CHF 300,000 100,000 300,000 100,000 247,671 CHF 83,557 CHF 99.22% 99.22%
10/07/2024 1.21% 0.83 CHF 0.84 CHF 300,000 100,000 300,000 100,000 247,345 CHF 83,448 CHF 99.22% 99.22%
09/07/2024 1.16% 0.77 CHF 0.78 CHF 300,000 100,000 300,000 100,000 257,947 CHF 86,982 CHF 90.35% 90.35%
08/07/2024 1.45% 0.73 CHF 0.74 CHF 300,000 100,000 300,000 100,000 206,007 CHF 69,669 CHF 99.21% 99.21%
05/07/2024 1.85% 0.60 CHF 0.61 CHF 300,000 100,000 300,000 100,000 160,585 CHF 54,528 CHF 97.22% 97.22%
04/07/2024 1.87% 0.53 CHF 0.54 CHF 300,000 100,000 300,000 100,000 158,755 CHF 53,918 CHF 99.05% 99.05%
03/07/2024 1.92% 0.52 CHF 0.53 CHF 300,000 100,000 300,000 100,000 155,162 CHF 52,721 CHF 98.98% 98.98%
02/07/2024 2.04% 0.49 CHF 0.50 CHF 300,000 100,000 300,000 100,000 145,417 CHF 49,472 CHF 96.96% 96.96%

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