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 1.63% 0.62 CHF 0.63 CHF 300,000 100,000 300,000 100,000 182,652 CHF 61,884 CHF 99.15% 99.15%
12/07/2024 1.92% 0.60 CHF 0.61 CHF 300,000 100,000 300,000 100,000 155,459 CHF 52,820 CHF 99.20% 99.20%
11/07/2024 1.64% 0.55 CHF 0.56 CHF 300,000 100,000 300,000 100,000 181,651 CHF 61,550 CHF 99.21% 99.21%
10/07/2024 1.64% 0.61 CHF 0.62 CHF 300,000 100,000 300,000 100,000 181,138 CHF 61,379 CHF 99.23% 99.23%
09/07/2024 1.56% 0.55 CHF 0.56 CHF 300,000 100,000 300,000 100,000 191,658 CHF 64,886 CHF 90.35% 90.35%
08/07/2024 2.13% 0.51 CHF 0.52 CHF 300,000 100,000 300,000 100,000 140,011 CHF 47,671 CHF 99.21% 99.21%
05/07/2024 3.13% 0.38 CHF 0.39 CHF 300,000 100,000 300,000 100,000 94,500 CHF 32,500 CHF 97.21% 97.21%
04/07/2024 3.19% 0.31 CHF 0.32 CHF 300,000 100,000 300,000 100,000 92,587 CHF 31,862 CHF 99.05% 99.05%
03/07/2024 3.32% 0.30 CHF 0.31 CHF 300,000 100,000 300,000 100,000 88,993 CHF 30,664 CHF 98.98% 98.98%
02/07/2024 3.72% 0.27 CHF 0.28 CHF 300,000 100,000 300,000 100,000 79,162 CHF 27,387 CHF 96.95% 96.95%

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