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 3.70% 0.28 CHF 0.29 CHF 280,000 280,000 279,240 279,240 74,343 CHF 77,135 CHF 100.00% 100.00%
12/07/2024 3.27% 0.23 CHF 0.24 CHF 280,000 280,000 283,001 283,001 85,711 CHF 88,541 CHF 100.00% 100.00%
11/07/2024 2.72% 0.33 CHF 0.34 CHF 290,000 290,000 288,496 288,496 104,759 CHF 107,645 CHF 99.88% 99.88%
10/07/2024 2.42% 0.38 CHF 0.39 CHF 290,000 290,000 292,818 292,818 119,583 CHF 122,512 CHF 100.00% 100.00%
09/07/2024 2.43% 0.45 CHF 0.46 CHF 300,000 300,000 292,901 292,901 119,331 CHF 122,260 CHF 99.74% 99.74%
08/07/2024 2.83% 0.36 CHF 0.37 CHF 290,000 290,000 288,796 288,796 100,768 CHF 103,656 CHF 99.32% 99.32%
05/07/2024 3.03% 0.36 CHF 0.37 CHF 290,000 290,000 284,906 284,906 92,973 CHF 95,822 CHF 99.98% 99.98%
04/07/2024 2.70% 0.35 CHF 0.36 CHF 290,000 290,000 288,800 288,800 105,391 CHF 108,279 CHF 99.63% 99.63%
03/07/2024 2.56% 0.37 CHF 0.38 CHF 290,000 290,000 290,661 290,661 112,289 CHF 115,196 CHF 99.97% 99.97%
02/07/2024 2.46% 0.40 CHF 0.41 CHF 295,000 295,000 293,784 293,784 118,232 CHF 121,170 CHF 100.00% 100.00%

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