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
25/07/2024 1.25% 0.77 CHF 0.78 CHF 600,000 200,000 600,000 200,000 476,241 CHF 160,747 CHF 99.23% 99.23%
24/07/2024 1.21% 0.80 CHF 0.81 CHF 600,000 200,000 600,000 200,000 494,675 CHF 166,892 CHF 99.24% 99.24%
23/07/2024 1.26% 0.82 CHF 0.83 CHF 600,000 200,000 600,000 200,000 474,972 CHF 160,324 CHF 99.22% 99.22%
22/07/2024 1.28% 0.77 CHF 0.78 CHF 600,000 200,000 600,000 200,000 465,864 CHF 157,288 CHF 98.50% 98.50%
19/07/2024 1.40% 0.74 CHF 0.75 CHF 600,000 200,000 600,000 200,000 426,112 CHF 144,037 CHF 97.38% 97.38%
18/07/2024 1.39% 0.69 CHF 0.70 CHF 600,000 200,000 600,000 200,000 428,154 CHF 144,718 CHF 99.23% 99.23%
17/07/2024 1.31% 0.74 CHF 0.75 CHF 600,000 200,000 600,000 200,000 455,001 CHF 153,667 CHF 99.23% 99.23%
16/07/2024 1.24% 0.78 CHF 0.79 CHF 600,000 200,000 600,000 200,000 481,303 CHF 162,434 CHF 99.24% 99.24%
15/07/2024 1.22% 0.79 CHF 0.80 CHF 600,000 200,000 600,000 200,000 489,031 CHF 165,010 CHF 95.29% 95.29%
12/07/2024 1.20% 0.84 CHF 0.85 CHF 600,000 200,000 600,000 200,000 498,363 CHF 168,121 CHF 99.27% 99.27%

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