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 3.69% 0.28 CHF 0.29 CHF 250,000 250,000 280,627 280,627 74,539 CHF 77,346 CHF 98.21% 98.21%
12/07/2024 4.54% 0.26 CHF 0.27 CHF 300,000 300,000 300,000 300,000 65,086 CHF 68,086 CHF 97.21% 97.21%
11/07/2024 3.66% 0.24 CHF 0.25 CHF 300,000 300,000 300,000 300,000 80,760 CHF 83,760 CHF 97.97% 97.97%
10/07/2024 3.58% 0.27 CHF 0.28 CHF 300,000 300,000 300,000 300,000 82,316 CHF 85,316 CHF 98.34% 98.34%
09/07/2024 3.38% 0.25 CHF 0.26 CHF 300,000 300,000 300,000 300,000 87,963 CHF 90,963 CHF 97.41% 97.41%
08/07/2024 5.06% 0.22 CHF 0.23 CHF 400,000 400,000 398,936 398,936 77,488 CHF 81,477 CHF 96.91% 96.91%
05/07/2024 7.88% 0.15 CHF 0.16 CHF 400,000 400,000 981,553 495,168 119,372 CHF 65,312 CHF 93.32% 93.32%
04/07/2024 8.00% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 499,635 120,000 CHF 64,953 CHF 99.19% 99.19%
03/07/2024 8.02% 0.12 CHF 0.13 CHF 1,000,000 500,000 1,000,000 500,000 119,702 CHF 64,851 CHF 97.92% 97.92%
02/07/2024 8.67% 0.11 CHF 0.12 CHF 1,000,000 500,000 1,000,000 500,000 110,404 CHF 60,202 CHF 95.49% 95.49%

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