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 1.78% 0.54 CHF 0.55 CHF 450,000 150,000 450,000 150,000 250,947 CHF 85,149 CHF 94.34% 94.34%
12/07/2024 1.67% 0.61 CHF 0.62 CHF 450,000 150,000 450,000 150,000 267,899 CHF 90,800 CHF 94.52% 94.52%
11/07/2024 1.72% 0.61 CHF 0.62 CHF 450,000 150,000 450,000 150,000 259,681 CHF 88,060 CHF 94.69% 94.69%
10/07/2024 1.90% 0.52 CHF 0.53 CHF 450,000 150,000 450,000 150,000 235,219 CHF 79,906 CHF 97.35% 97.35%
09/07/2024 1.94% 0.50 CHF 0.51 CHF 450,000 150,000 450,000 150,000 230,213 CHF 78,238 CHF 97.59% 97.59%
08/07/2024 1.87% 0.51 CHF 0.52 CHF 450,000 150,000 450,000 150,000 238,197 CHF 80,899 CHF 95.78% 95.78%
05/07/2024 1.83% 0.56 CHF 0.57 CHF 450,000 150,000 450,000 150,000 244,085 CHF 82,862 CHF 94.76% 94.76%
04/07/2024 1.86% 0.54 CHF 0.55 CHF 450,000 150,000 450,000 150,000 239,186 CHF 81,229 CHF 94.73% 94.73%
03/07/2024 1.95% 0.54 CHF 0.55 CHF 450,000 150,000 450,000 150,000 228,381 CHF 77,627 CHF 97.29% 97.29%
02/07/2024 1.96% 0.50 CHF 0.51 CHF 450,000 150,000 450,000 150,000 226,911 CHF 77,137 CHF 96.31% 96.31%

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