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 3.78% 0.26 CHF 0.27 CHF 1,000,000 400,000 999,962 399,962 259,684 CHF 107,867 CHF 98.85% 98.85%
12/07/2024 3.75% 0.26 CHF 0.27 CHF 1,000,000 400,000 1,000,000 400,000 261,465 CHF 108,586 CHF 98.65% 98.65%
11/07/2024 3.18% 0.29 CHF 0.30 CHF 900,000 300,000 900,000 300,000 279,052 CHF 96,017 CHF 97.86% 97.86%
10/07/2024 3.08% 0.30 CHF 0.31 CHF 900,000 300,000 900,000 300,000 288,070 CHF 99,023 CHF 99.07% 99.07%
09/07/2024 3.04% 0.35 CHF 0.36 CHF 900,000 300,000 900,000 300,000 292,022 CHF 100,341 CHF 99.00% 99.00%
08/07/2024 3.07% 0.32 CHF 0.33 CHF 900,000 300,000 900,000 300,000 288,584 CHF 99,195 CHF 98.92% 98.92%
05/07/2024 3.01% 0.33 CHF 0.34 CHF 900,000 300,000 900,000 300,000 294,382 CHF 101,127 CHF 99.17% 99.17%
04/07/2024 3.06% 0.31 CHF 0.32 CHF 900,000 300,000 900,000 300,000 290,080 CHF 99,693 CHF 99.37% 99.37%
03/07/2024 2.84% 0.33 CHF 0.34 CHF 900,000 300,000 900,000 300,000 312,619 CHF 107,206 CHF 98.93% 98.93%
02/07/2024 3.13% 0.34 CHF 0.35 CHF 900,000 300,000 900,000 300,000 283,154 CHF 97,385 CHF 98.96% 98.96%

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