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 2.22% 0.45 CHF 0.46 CHF 1,000,000 1,000,000 1,000,000 1,000,000 444,650 CHF 454,650 CHF 99.10% 99.10%
12/07/2024 2.20% 0.44 CHF 0.45 CHF 1,000,000 1,000,000 1,000,000 1,000,000 449,129 CHF 459,129 CHF 95.40% 95.40%
11/07/2024 2.36% 0.46 CHF 0.47 CHF 1,000,000 1,000,000 981,837 981,837 450,502 CHF 460,427 CHF 99.13% 99.13%
10/07/2024 2.14% 0.47 CHF 0.48 CHF 1,000,000 1,000,000 1,000,000 1,000,000 463,294 CHF 473,294 CHF 100.00% 100.00%
09/07/2024 2.23% 0.47 CHF 0.48 CHF 1,000,000 1,000,000 996,524 996,524 445,023 CHF 455,023 CHF 100.00% 100.00%
08/07/2024 2.33% 0.43 CHF 0.44 CHF 1,000,000 1,000,000 998,350 998,350 425,099 CHF 435,099 CHF 99.99% 99.99%
05/07/2024 2.27% 0.44 CHF 0.45 CHF 1,000,000 1,000,000 1,000,000 1,000,000 436,393 CHF 446,393 CHF 99.81% 99.81%
04/07/2024 2.17% 0.45 CHF 0.46 CHF 1,000,000 1,000,000 1,000,000 1,000,000 454,931 CHF 464,931 CHF 99.94% 99.94%
03/07/2024 2.09% 0.46 CHF 0.47 CHF 1,000,000 1,000,000 1,000,000 1,000,000 474,206 CHF 484,206 CHF 100.00% 100.00%
02/07/2024 1.91% 0.51 CHF 0.52 CHF 1,000,000 1,000,000 1,000,000 1,000,000 518,614 CHF 528,614 CHF 98.89% 98.89%

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