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 1.53% 0.66 CHF 0.67 CHF 600,000 200,000 600,000 200,000 388,886 CHF 131,629 CHF 98.65% 98.65%
12/07/2024 1.75% 0.64 CHF 0.65 CHF 600,000 200,000 600,000 200,000 340,357 CHF 115,452 CHF 97.22% 97.22%
11/07/2024 1.53% 0.60 CHF 0.61 CHF 600,000 200,000 600,000 200,000 389,201 CHF 131,734 CHF 97.56% 97.56%
10/07/2024 1.53% 0.65 CHF 0.66 CHF 600,000 200,000 600,000 200,000 389,586 CHF 131,862 CHF 97.90% 97.90%
09/07/2024 1.49% 0.60 CHF 0.61 CHF 600,000 200,000 600,000 200,000 401,188 CHF 135,729 CHF 98.12% 98.12%
08/07/2024 1.91% 0.56 CHF 0.57 CHF 600,000 200,000 615,633 205,211 319,058 CHF 108,405 CHF 97.67% 97.67%
05/07/2024 2.51% 0.45 CHF 0.46 CHF 750,000 250,000 750,000 250,000 295,206 CHF 100,902 CHF 93.29% 93.29%
04/07/2024 2.53% 0.39 CHF 0.40 CHF 750,000 250,000 750,000 250,000 292,886 CHF 100,129 CHF 99.19% 99.19%
03/07/2024 2.58% 0.38 CHF 0.39 CHF 750,000 250,000 750,000 250,000 286,541 CHF 98,014 CHF 97.61% 97.61%
02/07/2024 2.73% 0.36 CHF 0.37 CHF 750,000 250,000 750,000 250,000 271,114 CHF 92,871 CHF 95.76% 95.76%

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