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 3.29% 0.29 CHF 0.30 CHF 200,000 200,000 200,000 200,000 59,845 CHF 61,845 CHF 100.00% 100.00%
12/07/2024 3.11% 0.30 CHF 0.31 CHF 200,000 200,000 200,000 200,000 63,472 CHF 65,472 CHF 99.77% 99.77%
11/07/2024 2.74% 0.37 CHF 0.38 CHF 200,000 200,000 200,000 200,000 72,049 CHF 74,049 CHF 100.00% 100.00%
10/07/2024 2.38% 0.37 CHF 0.38 CHF 200,000 200,000 200,000 200,000 83,132 CHF 85,132 CHF 94.70% 94.70%
09/07/2024 2.31% 0.44 CHF 0.45 CHF 200,000 200,000 200,000 200,000 85,413 CHF 87,413 CHF 99.67% 99.67%
08/07/2024 2.26% 0.42 CHF 0.43 CHF 200,000 200,000 200,000 200,000 87,580 CHF 89,580 CHF 100.00% 100.00%
05/07/2024 2.21% 0.44 CHF 0.45 CHF 200,000 200,000 200,000 200,000 89,494 CHF 91,494 CHF 100.00% 100.00%
04/07/2024 2.18% 0.45 CHF 0.46 CHF 200,000 200,000 200,000 200,000 90,812 CHF 92,812 CHF 100.00% 100.00%
03/07/2024 2.13% 0.44 CHF 0.45 CHF 200,000 200,000 200,000 200,000 93,030 CHF 95,030 CHF 99.33% 99.33%
02/07/2024 1.94% 0.49 CHF 0.50 CHF 200,000 200,000 200,000 200,000 102,227 CHF 104,227 CHF 99.62% 99.62%

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