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 1.88% 0.52 CHF 0.53 CHF 300,000 100,000 300,000 100,000 157,735 CHF 53,578 CHF 90.24% 90.24%
12/07/2024 1.83% 0.55 CHF 0.56 CHF 300,000 100,000 300,000 100,000 162,162 CHF 55,054 CHF 97.77% 97.77%
11/07/2024 1.91% 0.50 CHF 0.51 CHF 450,000 150,000 450,000 150,000 233,806 CHF 79,435 CHF 95.80% 95.80%
10/07/2024 1.92% 0.53 CHF 0.54 CHF 450,000 150,000 450,000 150,000 231,671 CHF 78,724 CHF 95.40% 95.40%
09/07/2024 1.99% 0.49 CHF 0.50 CHF 450,000 150,000 450,000 150,000 224,482 CHF 76,328 CHF 96.78% 96.78%
08/07/2024 1.79% 0.54 CHF 0.55 CHF 450,000 150,000 450,000 150,000 249,683 CHF 84,728 CHF 95.66% 95.66%
05/07/2024 1.85% 0.53 CHF 0.54 CHF 450,000 150,000 450,000 150,000 241,026 CHF 81,842 CHF 91.84% 91.84%
04/07/2024 1.92% 0.51 CHF 0.52 CHF 450,000 150,000 450,000 150,000 232,366 CHF 78,955 CHF 88.83% 88.83%
03/07/2024 2.03% 0.51 CHF 0.52 CHF 450,000 150,000 450,000 150,000 219,133 CHF 74,544 CHF 94.24% 94.24%
02/07/2024 2.14% 0.46 CHF 0.47 CHF 450,000 150,000 450,000 150,000 208,561 CHF 71,020 CHF 95.90% 95.90%

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