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 3.74% 0.24 CHF 0.25 CHF 225,000 225,000 202,459 202,459 53,198 CHF 55,223 CHF 100.00% 100.00%
12/07/2024 4.03% 0.27 CHF 0.28 CHF 200,000 200,000 216,263 216,262 52,561 CHF 54,724 CHF 98.40% 98.40%
11/07/2024 4.31% 0.23 CHF 0.24 CHF 225,000 225,000 233,712 233,711 53,097 CHF 55,434 CHF 99.79% 99.79%
10/07/2024 4.41% 0.22 CHF 0.23 CHF 250,000 250,000 242,038 242,039 53,616 CHF 56,036 CHF 99.77% 99.77%
09/07/2024 4.79% 0.19 CHF 0.20 CHF 275,000 275,000 257,449 257,446 52,459 CHF 55,033 CHF 100.00% 100.00%
08/07/2024 4.42% 0.22 CHF 0.23 CHF 250,000 250,000 243,951 243,950 53,941 CHF 56,380 CHF 98.99% 98.99%
05/07/2024 4.16% 0.21 CHF 0.22 CHF 250,000 250,000 224,605 224,602 52,839 CHF 55,084 CHF 100.00% 100.00%
04/07/2024 4.15% 0.23 CHF 0.24 CHF 225,000 225,000 225,448 225,449 53,156 CHF 55,411 CHF 98.17% 98.17%
03/07/2024 4.37% 0.22 CHF 0.23 CHF 250,000 250,000 239,602 239,602 53,630 CHF 56,026 CHF 100.00% 100.00%
02/07/2024 5.67% 0.18 CHF 0.19 CHF 300,000 300,000 301,128 301,129 51,620 CHF 54,632 CHF 100.00% 100.00%

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