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 1.89% 0.50 CHF 0.51 CHF 600,000 200,000 600,000 200,000 314,293 CHF 106,764 CHF 99.23% 99.23%
24/07/2024 1.79% 0.53 CHF 0.54 CHF 600,000 200,000 600,000 200,000 331,589 CHF 112,530 CHF 99.24% 99.24%
23/07/2024 1.92% 0.55 CHF 0.56 CHF 600,000 200,000 600,000 200,000 310,287 CHF 105,429 CHF 99.21% 99.21%
22/07/2024 1.96% 0.50 CHF 0.51 CHF 600,000 200,000 600,000 200,000 302,891 CHF 102,964 CHF 98.50% 98.50%
19/07/2024 2.26% 0.47 CHF 0.48 CHF 600,000 200,000 600,000 200,000 262,417 CHF 89,472 CHF 97.37% 97.37%
18/07/2024 2.23% 0.42 CHF 0.43 CHF 600,000 200,000 600,000 200,000 265,671 CHF 90,557 CHF 99.22% 99.22%
17/07/2024 2.04% 0.47 CHF 0.48 CHF 600,000 200,000 600,000 200,000 291,224 CHF 99,075 CHF 99.23% 99.23%
16/07/2024 1.88% 0.50 CHF 0.51 CHF 600,000 200,000 600,000 200,000 315,864 CHF 107,288 CHF 99.24% 99.24%
15/07/2024 1.83% 0.52 CHF 0.53 CHF 600,000 200,000 600,000 200,000 324,813 CHF 110,271 CHF 95.27% 95.27%
12/07/2024 1.78% 0.57 CHF 0.58 CHF 600,000 200,000 600,000 200,000 333,557 CHF 113,186 CHF 99.27% 99.27%

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