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 4.32% 0.23 CHF 0.24 CHF 1,000,000 150,000 1,000,000 150,000 227,119 CHF 35,568 CHF 99.27% 99.27%
12/07/2024 4.57% 0.24 CHF 0.25 CHF 1,000,000 150,000 1,000,000 150,000 214,114 CHF 33,617 CHF 99.27% 99.27%
11/07/2024 5.04% 0.21 CHF 0.22 CHF 1,000,000 150,000 1,000,000 150,000 193,937 CHF 30,591 CHF 99.27% 99.27%
10/07/2024 4.99% 0.19 CHF 0.20 CHF 1,000,000 150,000 1,000,000 150,000 195,659 CHF 30,849 CHF 99.27% 99.27%
09/07/2024 4.47% 0.22 CHF 0.23 CHF 1,000,000 150,000 1,000,000 150,000 218,819 CHF 34,323 CHF 99.27% 99.27%
08/07/2024 4.58% 0.21 CHF 0.22 CHF 1,000,000 150,000 1,000,000 150,000 213,552 CHF 33,533 CHF 99.20% 99.20%
05/07/2024 4.16% 0.23 CHF 0.24 CHF 1,000,000 150,000 1,000,000 150,000 235,509 CHF 36,826 CHF 99.27% 99.27%
04/07/2024 3.87% 0.25 CHF 0.26 CHF 1,000,000 150,000 1,000,000 150,000 253,511 CHF 39,527 CHF 99.27% 99.27%
03/07/2024 4.62% 0.25 CHF 0.26 CHF 1,000,000 150,000 1,000,000 150,000 213,028 CHF 33,454 CHF 99.27% 99.27%
02/07/2024 5.18% 0.21 CHF 0.22 CHF 1,000,000 150,000 1,000,000 150,000 188,553 CHF 29,783 CHF 99.26% 99.26%

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