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 1.41% 0.68 CHF 0.69 CHF 600,000 200,000 524,911 174,970 369,678 CHF 124,976 CHF 99.27% 99.27%
12/07/2024 1.34% 0.75 CHF 0.76 CHF 450,000 150,000 460,848 153,616 342,134 CHF 115,581 CHF 99.27% 99.27%
11/07/2024 1.30% 0.75 CHF 0.76 CHF 450,000 150,000 450,930 150,310 345,793 CHF 116,768 CHF 99.27% 99.27%
10/07/2024 1.35% 0.74 CHF 0.75 CHF 450,000 150,000 565,591 188,530 417,214 CHF 140,957 CHF 99.27% 99.27%
09/07/2024 1.29% 0.72 CHF 0.73 CHF 600,000 200,000 463,617 154,539 356,679 CHF 120,438 CHF 99.27% 99.27%
08/07/2024 1.25% 0.80 CHF 0.81 CHF 450,000 150,000 456,465 152,155 363,952 CHF 122,839 CHF 99.24% 99.24%
05/07/2024 1.39% 0.74 CHF 0.75 CHF 600,000 200,000 600,000 200,000 428,342 CHF 144,781 CHF 99.27% 99.27%
04/07/2024 1.48% 0.65 CHF 0.66 CHF 600,000 200,000 600,000 200,000 403,473 CHF 136,491 CHF 99.27% 99.27%
03/07/2024 1.50% 0.66 CHF 0.67 CHF 600,000 200,000 600,000 200,000 396,110 CHF 134,037 CHF 99.27% 99.27%
02/07/2024 1.54% 0.67 CHF 0.68 CHF 600,000 200,000 600,000 200,000 386,501 CHF 130,834 CHF 99.27% 99.27%

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