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 600,000 200,000 600,000 200,000 409,464 CHF 138,488 CHF 98.56% 98.56%
12/07/2024 1.49% 0.72 CHF 0.73 CHF 600,000 200,000 600,000 200,000 399,471 CHF 135,157 CHF 94.58% 94.58%
11/07/2024 1.42% 0.67 CHF 0.68 CHF 750,000 250,000 750,000 250,000 523,077 CHF 176,859 CHF 93.77% 93.77%
10/07/2024 1.58% 0.68 CHF 0.69 CHF 750,000 250,000 750,000 250,000 472,643 CHF 160,048 CHF 95.01% 95.01%
09/07/2024 1.57% 0.61 CHF 0.62 CHF 750,000 250,000 750,000 250,000 474,101 CHF 160,534 CHF 97.13% 97.13%
08/07/2024 1.75% 0.58 CHF 0.59 CHF 750,000 250,000 750,000 249,828 425,160 CHF 144,117 CHF 95.03% 95.03%
05/07/2024 2.16% 0.53 CHF 0.54 CHF 750,000 250,000 750,000 249,858 343,732 CHF 117,000 CHF 85.97% 85.97%
04/07/2024 2.20% 0.44 CHF 0.45 CHF 750,000 250,000 750,000 250,000 337,101 CHF 114,867 CHF 99.37% 99.37%
03/07/2024 2.21% 0.45 CHF 0.46 CHF 750,000 250,000 750,000 250,000 336,372 CHF 114,624 CHF 88.91% 88.91%
02/07/2024 2.65% 0.39 CHF 0.40 CHF 900,000 300,000 900,000 300,000 335,635 CHF 114,878 CHF 97.24% 97.24%

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