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 1.99% 0.52 CHF 0.53 CHF 600,000 200,000 600,000 200,000 298,060 CHF 101,353 CHF 97.73% 97.73%
12/07/2024 2.32% 0.46 CHF 0.47 CHF 600,000 200,000 600,000 200,000 255,676 CHF 87,225 CHF 98.93% 98.93%
11/07/2024 2.82% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 210,528 CHF 72,176 CHF 97.22% 97.22%
10/07/2024 2.96% 0.35 CHF 0.36 CHF 600,000 200,000 600,000 200,000 199,879 CHF 68,626 CHF 89.28% 89.28%
09/07/2024 2.88% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 205,410 CHF 70,470 CHF 99.39% 99.39%
08/07/2024 2.88% 0.35 CHF 0.36 CHF 600,000 200,000 600,000 200,000 205,609 CHF 70,536 CHF 97.55% 97.55%
05/07/2024 2.81% 0.35 CHF 0.36 CHF 600,000 200,000 600,000 200,000 210,721 CHF 72,240 CHF 96.83% 96.83%
04/07/2024 2.77% 0.35 CHF 0.36 CHF 600,000 200,000 600,000 200,000 213,308 CHF 73,103 CHF 99.37% 99.37%
03/07/2024 2.69% 0.35 CHF 0.36 CHF 600,000 200,000 600,000 200,000 220,128 CHF 75,376 CHF 97.87% 97.87%
02/07/2024 2.82% 0.35 CHF 0.36 CHF 600,000 200,000 600,000 200,000 209,585 CHF 71,862 CHF 94.69% 94.69%

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