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 3.39% 0.28 CHF 0.29 CHF 600,000 200,000 600,000 200,000 174,383 CHF 60,128 CHF 93.50% 93.50%
12/07/2024 3.42% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 172,812 CHF 59,604 CHF 93.21% 93.21%
11/07/2024 3.67% 0.27 CHF 0.28 CHF 600,000 200,000 601,112 200,371 161,057 CHF 55,689 CHF 94.61% 94.61%
10/07/2024 3.50% 0.29 CHF 0.30 CHF 600,000 200,000 600,252 200,084 168,461 CHF 58,154 CHF 96.03% 96.03%
09/07/2024 3.19% 0.29 CHF 0.30 CHF 600,000 200,000 600,000 200,000 185,370 CHF 63,790 CHF 91.43% 91.43%
08/07/2024 3.19% 0.30 CHF 0.31 CHF 600,000 200,000 600,000 200,000 185,115 CHF 63,705 CHF 95.67% 95.67%
05/07/2024 3.11% 0.30 CHF 0.31 CHF 600,000 200,000 600,000 200,000 190,271 CHF 65,424 CHF 92.66% 92.66%
04/07/2024 3.16% 0.32 CHF 0.33 CHF 600,000 200,000 600,000 200,000 187,015 CHF 64,338 CHF 90.46% 90.46%
03/07/2024 3.18% 0.32 CHF 0.33 CHF 600,000 200,000 600,000 200,000 185,696 CHF 63,899 CHF 97.09% 97.09%
02/07/2024 2.95% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 200,558 CHF 68,853 CHF 94.94% 94.94%

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