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 1.46% 0.68 CHF 0.69 CHF 600,000 200,000 600,000 200,000 409,481 CHF 138,494 CHF 99.02% 99.02%
12/07/2024 1.51% 0.73 CHF 0.74 CHF 600,000 200,000 600,000 200,000 394,790 CHF 133,597 CHF 95.98% 95.98%
11/07/2024 1.44% 0.67 CHF 0.68 CHF 600,000 200,000 600,000 200,000 415,075 CHF 140,358 CHF 94.57% 94.57%
10/07/2024 1.61% 0.67 CHF 0.68 CHF 600,000 200,000 600,000 200,000 371,026 CHF 125,675 CHF 94.92% 94.92%
09/07/2024 1.60% 0.59 CHF 0.60 CHF 600,000 200,000 600,000 200,000 371,513 CHF 125,838 CHF 97.02% 97.02%
08/07/2024 1.82% 0.55 CHF 0.56 CHF 600,000 200,000 600,000 200,000 326,593 CHF 110,864 CHF 95.47% 95.47%
05/07/2024 2.33% 0.51 CHF 0.52 CHF 600,000 200,000 738,384 246,132 313,732 CHF 107,041 CHF 85.97% 85.97%
04/07/2024 2.40% 0.40 CHF 0.41 CHF 750,000 250,000 750,000 250,000 309,248 CHF 105,583 CHF 99.37% 99.37%
03/07/2024 2.40% 0.41 CHF 0.42 CHF 750,000 250,000 750,000 250,000 309,291 CHF 105,597 CHF 89.36% 89.36%
02/07/2024 3.04% 0.35 CHF 0.36 CHF 750,000 250,000 749,937 250,000 243,496 CHF 83,673 CHF 96.95% 96.95%

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