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 1.33% 0.83 CHF 0.75 CHF 450,000 150,000 450,000 150,000 337,060 CHF 113,853 CHF 12.59% 99.70%
12/07/2024 1.29% 0.77 CHF 0.78 CHF 450,000 150,000 450,000 150,000 347,225 CHF 117,242 CHF 99.71% 99.71%
11/07/2024 1.31% 0.78 CHF 0.79 CHF 450,000 150,000 450,000 150,000 341,323 CHF 115,274 CHF 99.32% 99.32%
10/07/2024 1.40% 0.72 CHF 0.73 CHF 450,000 150,000 450,000 150,000 318,092 CHF 107,531 CHF 99.36% 99.36%
09/07/2024 1.54% 0.66 CHF 0.67 CHF 450,000 150,000 450,000 150,000 290,334 CHF 98,278 CHF 99.58% 99.58%
08/07/2024 1.53% 0.70 CHF 0.71 CHF 450,000 150,000 450,000 150,000 291,730 CHF 98,743 CHF 99.23% 99.23%
05/07/2024 1.49% 0.61 CHF 0.62 CHF 450,000 150,000 450,000 150,000 299,660 CHF 101,387 CHF 99.58% 99.58%
04/07/2024 1.45% 0.69 CHF 0.70 CHF 450,000 150,000 450,000 150,000 308,032 CHF 104,177 CHF 99.57% 99.57%
03/07/2024 1.50% 0.67 CHF 0.68 CHF 450,000 150,000 450,000 150,000 297,766 CHF 100,756 CHF 99.51% 99.51%
02/07/2024 1.60% 0.62 CHF 0.63 CHF 450,000 150,000 450,000 150,000 279,561 CHF 94,687 CHF 99.53% 99.53%

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