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 2.53% 0.62 CHF 0.63 CHF 190,000 190,000 93,569 93,569 56,248 CHF 57,538 CHF 99.06% 99.06%
12/07/2024 3.04% 0.60 CHF 0.61 CHF 190,000 190,000 96,422 96,422 51,127 CHF 52,465 CHF 100.00% 100.00%
11/07/2024 2.57% 0.54 CHF 0.55 CHF 200,000 200,000 94,028 94,028 55,341 CHF 56,642 CHF 99.99% 99.99%
10/07/2024 2.56% 0.60 CHF 0.61 CHF 190,000 190,000 93,154 93,154 55,542 CHF 56,831 CHF 100.00% 100.00%
09/07/2024 2.42% 0.55 CHF 0.56 CHF 200,000 200,000 95,330 95,330 57,545 CHF 58,853 CHF 98.82% 98.82%
08/07/2024 3.44% 0.50 CHF 0.51 CHF 200,000 200,000 97,423 97,423 45,783 CHF 47,138 CHF 100.00% 100.00%
05/07/2024 4.95% 0.37 CHF 0.38 CHF 210,000 210,000 103,021 103,021 32,004 CHF 33,427 CHF 98.97% 98.97%
04/07/2024 4.96% 0.30 CHF 0.31 CHF 74,000 74,000 74,000 74,000 22,251 CHF 23,386 CHF 99.44% 99.44%
03/07/2024 5.25% 0.29 CHF 0.30 CHF 210,000 210,000 103,139 103,139 29,449 CHF 30,877 CHF 99.64% 99.64%
02/07/2024 5.93% 0.26 CHF 0.27 CHF 220,000 220,000 106,676 106,676 27,451 CHF 28,928 CHF 99.99% 99.99%

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