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 2.37% 0.43 CHF 0.44 CHF 600,000 200,000 600,000 200,000 250,388 CHF 85,463 CHF 92.97% 92.97%
12/07/2024 2.19% 0.45 CHF 0.46 CHF 600,000 200,000 600,000 200,000 270,774 CHF 92,258 CHF 94.26% 94.26%
11/07/2024 2.09% 0.45 CHF 0.46 CHF 600,000 200,000 600,000 200,000 284,322 CHF 96,774 CHF 94.51% 94.51%
10/07/2024 2.10% 0.48 CHF 0.49 CHF 600,000 200,000 600,000 200,000 282,861 CHF 96,287 CHF 95.87% 95.87%
09/07/2024 2.07% 0.47 CHF 0.48 CHF 600,000 200,000 600,000 200,000 287,534 CHF 97,845 CHF 96.27% 96.27%
08/07/2024 1.85% 0.51 CHF 0.52 CHF 600,000 200,000 600,000 200,000 321,327 CHF 109,109 CHF 96.47% 96.47%
05/07/2024 1.97% 0.50 CHF 0.51 CHF 600,000 200,000 600,000 200,000 302,226 CHF 102,742 CHF 95.25% 95.25%
04/07/2024 1.97% 0.50 CHF 0.51 CHF 600,000 200,000 600,000 200,000 302,342 CHF 102,781 CHF 93.41% 93.41%
03/07/2024 1.97% 0.49 CHF 0.50 CHF 600,000 200,000 600,000 200,000 301,856 CHF 102,619 CHF 94.65% 94.65%
02/07/2024 1.99% 0.47 CHF 0.48 CHF 600,000 200,000 600,000 200,000 298,920 CHF 101,640 CHF 97.84% 97.84%

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