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% 0.51 CHF 0.52 CHF 600,000 200,000 600,000 200,000 298,003 CHF 101,334 CHF 98.42% 98.42%
12/07/2024 2.34% 0.49 CHF 0.50 CHF 600,000 200,000 600,000 200,000 254,763 CHF 86,921 CHF 98.09% 98.09%
11/07/2024 1.99% 0.45 CHF 0.46 CHF 750,000 250,000 680,550 226,850 337,950 CHF 114,918 CHF 97.50% 97.50%
10/07/2024 1.98% 0.50 CHF 0.51 CHF 600,000 200,000 745,596 248,532 373,172 CHF 126,876 CHF 98.16% 98.16%
09/07/2024 1.90% 0.46 CHF 0.47 CHF 750,000 250,000 625,768 208,589 325,764 CHF 110,674 CHF 97.69% 97.69%
08/07/2024 2.55% 0.42 CHF 0.43 CHF 750,000 250,000 749,953 250,000 291,766 CHF 99,761 CHF 97.31% 97.31%
05/07/2024 3.53% 0.32 CHF 0.33 CHF 750,000 250,000 881,950 294,038 245,519 CHF 84,796 CHF 94.01% 94.01%
04/07/2024 3.55% 0.28 CHF 0.29 CHF 900,000 300,000 900,000 300,000 249,187 CHF 86,062 CHF 99.19% 99.19%
03/07/2024 3.64% 0.27 CHF 0.28 CHF 900,000 300,000 900,000 300,000 242,622 CHF 83,874 CHF 97.64% 97.64%
02/07/2024 3.90% 0.25 CHF 0.26 CHF 900,000 300,000 900,000 300,000 226,239 CHF 78,413 CHF 95.13% 95.13%

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