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 4.86% 0.21 CHF 0.22 CHF 900,000 300,000 906,635 306,635 182,185 CHF 64,591 CHF 99.10% 99.10%
12/07/2024 4.85% 0.20 CHF 0.21 CHF 900,000 300,000 900,050 300,050 181,228 CHF 63,416 CHF 99.05% 99.05%
11/07/2024 3.85% 0.24 CHF 0.25 CHF 900,000 300,000 900,000 300,000 229,501 CHF 79,500 CHF 97.74% 97.74%
10/07/2024 3.67% 0.24 CHF 0.25 CHF 900,000 300,000 872,580 290,860 233,449 CHF 80,725 CHF 99.13% 99.13%
09/07/2024 3.59% 0.30 CHF 0.31 CHF 750,000 250,000 868,234 289,411 237,429 CHF 82,037 CHF 99.03% 99.03%
08/07/2024 3.74% 0.26 CHF 0.27 CHF 900,000 300,000 889,521 296,507 233,623 CHF 80,839 CHF 98.53% 98.53%
05/07/2024 3.64% 0.27 CHF 0.28 CHF 900,000 300,000 787,154 262,385 212,489 CHF 73,453 CHF 98.85% 98.85%
04/07/2024 3.62% 0.26 CHF 0.27 CHF 900,000 300,000 870,515 290,172 236,087 CHF 81,598 CHF 99.37% 99.37%
03/07/2024 3.32% 0.28 CHF 0.29 CHF 750,000 250,000 750,000 250,000 222,469 CHF 76,656 CHF 98.92% 98.92%
02/07/2024 3.75% 0.28 CHF 0.29 CHF 750,000 250,000 882,633 294,211 231,125 CHF 79,984 CHF 98.95% 98.95%

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