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 3.83% 0.30 CHF 0.31 CHF 250,000 250,000 250,000 250,000 85,286 CHF 88,627 CHF 93.65% 93.65%
12/07/2024 3.02% 0.35 CHF 0.36 CHF 250,000 250,000 250,000 250,000 81,769 CHF 84,269 CHF 96.09% 96.09%
11/07/2024 4.70% 0.30 CHF 0.31 CHF 250,000 250,000 250,000 250,000 73,395 CHF 76,900 CHF 97.58% 97.58%
10/07/2024 4.44% 0.25 CHF 0.26 CHF 250,000 250,000 250,000 250,000 55,164 CHF 57,664 CHF 96.75% 96.75%
09/07/2024 4.25% 0.21 CHF 0.22 CHF 250,000 250,000 250,000 250,000 57,725 CHF 60,225 CHF 99.52% 99.52%
08/07/2024 4.47% 0.22 CHF 0.23 CHF 250,000 250,000 250,158 250,000 54,804 CHF 57,274 CHF 96.75% 96.75%
05/07/2024 4.24% 0.21 CHF 0.22 CHF 250,000 250,000 250,000 250,000 57,873 CHF 60,373 CHF 99.50% 99.50%
04/07/2024 4.30% 0.24 CHF 0.25 CHF 250,000 250,000 250,000 250,000 57,014 CHF 59,514 CHF 99.66% 99.66%
03/07/2024 4.39% 0.22 CHF 0.23 CHF 250,000 250,000 250,000 250,000 55,717 CHF 58,217 CHF 98.97% 98.97%
02/07/2024 4.88% 0.22 CHF 0.23 CHF 250,000 250,000 255,512 250,000 51,051 CHF 52,504 CHF 99.86% 99.86%

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