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 2.28% 0.44 CHF 0.45 CHF 450,000 150,000 450,000 150,000 195,234 CHF 66,578 CHF 99.38% 99.38%
12/07/2024 2.49% 0.40 CHF 0.41 CHF 450,000 150,000 432,470 150,000 172,621 CHF 61,060 CHF 92.42% 92.66%
11/07/2024 4.77% 0.24 CHF 0.25 CHF 200,000 200,000 200,000 200,000 41,222 CHF 43,222 CHF 99.37% 99.37%
10/07/2024 5.16% 0.20 CHF 0.21 CHF 200,000 200,000 200,000 200,000 37,809 CHF 39,809 CHF 99.37% 99.37%
09/07/2024 4.59% 0.19 CHF 0.20 CHF 200,000 200,000 200,000 200,000 42,596 CHF 44,596 CHF 99.38% 99.38%
08/07/2024 4.58% 0.22 CHF 0.23 CHF 200,000 200,000 497,609 200,000 105,867 CHF 44,738 CHF 99.16% 99.38%
05/07/2024 4.15% 0.21 CHF 0.22 CHF 600,000 200,000 600,000 200,000 141,667 CHF 49,222 CHF 99.38% 99.38%
04/07/2024 4.44% 0.23 CHF 0.24 CHF 600,000 200,000 600,000 200,000 132,219 CHF 46,073 CHF 98.59% 98.59%
03/07/2024 4.54% 0.22 CHF 0.23 CHF 600,000 200,000 600,000 200,000 129,353 CHF 45,118 CHF 99.38% 99.38%
02/07/2024 4.19% 0.23 CHF 0.24 CHF 600,000 200,000 600,000 200,000 140,385 CHF 48,795 CHF 99.37% 99.37%

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