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 1.98% 0.52 CHF 0.53 CHF 450,000 150,000 450,000 150,000 225,478 CHF 76,659 CHF 98.96% 98.96%
12/07/2024 1.93% 0.51 CHF 0.52 CHF 450,000 150,000 455,285 151,762 233,515 CHF 79,356 CHF 97.97% 97.97%
11/07/2024 1.72% 0.51 CHF 0.52 CHF 600,000 200,000 464,139 154,713 267,277 CHF 90,640 CHF 97.03% 97.03%
10/07/2024 1.77% 0.55 CHF 0.56 CHF 450,000 150,000 450,000 150,000 252,151 CHF 85,551 CHF 98.16% 98.16%
09/07/2024 1.66% 0.57 CHF 0.58 CHF 450,000 150,000 450,000 150,000 268,267 CHF 90,922 CHF 97.65% 97.65%
08/07/2024 1.64% 0.59 CHF 0.60 CHF 450,000 150,000 450,000 150,000 272,176 CHF 92,225 CHF 97.92% 97.92%
05/07/2024 1.76% 0.59 CHF 0.60 CHF 450,000 150,000 450,000 150,000 254,082 CHF 86,194 CHF 97.58% 97.58%
04/07/2024 1.77% 0.55 CHF 0.56 CHF 450,000 150,000 450,000 150,000 251,727 CHF 85,409 CHF 99.36% 99.36%
03/07/2024 1.81% 0.55 CHF 0.56 CHF 450,000 150,000 450,000 150,000 246,309 CHF 83,603 CHF 98.01% 98.01%
02/07/2024 1.88% 0.53 CHF 0.54 CHF 450,000 150,000 500,107 166,702 262,666 CHF 89,222 CHF 97.66% 97.66%

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