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 1.41% 0.66 CHF 0.67 CHF 300,000 100,000 300,000 99,990 211,984 CHF 71,655 CHF 99.41% 99.41%
12/07/2024 1.19% 0.88 CHF 0.89 CHF 300,000 100,000 300,000 100,000 250,812 CHF 84,604 CHF 99.42% 99.42%
11/07/2024 1.44% 0.74 CHF 0.75 CHF 300,000 100,000 299,977 100,000 206,672 CHF 69,896 CHF 98.06% 98.06%
10/07/2024 1.79% 0.61 CHF 0.62 CHF 300,000 100,000 300,000 100,000 166,476 CHF 56,492 CHF 98.90% 98.90%
09/07/2024 1.77% 0.49 CHF 0.50 CHF 300,000 100,000 300,000 100,000 168,170 CHF 57,057 CHF 99.42% 99.42%
08/07/2024 1.41% 0.60 CHF 0.61 CHF 300,000 100,000 300,000 99,978 212,486 CHF 71,814 CHF 99.42% 99.42%
05/07/2024 1.19% 0.78 CHF 0.79 CHF 300,000 100,000 300,000 99,996 251,773 CHF 84,920 CHF 99.15% 99.15%
04/07/2024 1.21% 0.83 CHF 0.84 CHF 300,000 100,000 300,000 100,000 245,617 CHF 82,872 CHF 99.38% 99.38%
03/07/2024 1.21% 0.80 CHF 0.81 CHF 300,000 100,000 299,988 100,000 245,781 CHF 82,930 CHF 99.42% 99.42%
02/07/2024 1.40% 0.72 CHF 0.73 CHF 300,000 100,000 300,000 99,989 212,689 CHF 71,889 CHF 99.31% 99.31%

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