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 4.84% 0.19 CHF 0.20 CHF 300,000 100,000 300,000 100,000 60,520 CHF 21,174 CHF 99.27% 99.27%
12/07/2024 4.26% 0.22 CHF 0.23 CHF 300,000 100,000 300,000 100,000 68,940 CHF 23,980 CHF 99.27% 99.27%
11/07/2024 4.37% 0.22 CHF 0.23 CHF 300,000 100,000 300,000 100,000 67,155 CHF 23,385 CHF 99.27% 99.27%
10/07/2024 4.49% 0.23 CHF 0.24 CHF 300,000 100,000 300,000 100,000 65,428 CHF 22,809 CHF 99.27% 99.27%
09/07/2024 5.01% 0.21 CHF 0.22 CHF 300,000 100,000 300,000 100,000 58,426 CHF 20,475 CHF 99.27% 99.27%
08/07/2024 5.38% 0.18 CHF 0.19 CHF 300,000 100,000 300,000 100,000 54,317 CHF 19,106 CHF 99.25% 99.25%
05/07/2024 5.26% 0.18 CHF 0.19 CHF 300,000 100,000 300,000 100,000 55,614 CHF 19,538 CHF 99.27% 99.27%
04/07/2024 5.19% 0.19 CHF 0.20 CHF 300,000 100,000 313,279 104,426 58,753 CHF 20,629 CHF 99.27% 99.27%
03/07/2024 5.32% 0.18 CHF 0.19 CHF 300,000 100,000 300,000 100,000 54,918 CHF 19,306 CHF 99.27% 99.27%
02/07/2024 5.18% 0.18 CHF 0.19 CHF 450,000 150,000 343,990 114,663 64,366 CHF 22,602 CHF 99.27% 99.27%

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