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 1.47% 0.68 CHF 0.69 CHF 225,000 75,000 224,984 74,983 151,710 CHF 51,312 CHF 99.38% 99.38%
12/07/2024 1.33% 0.72 CHF 0.73 CHF 225,000 75,000 224,999 74,994 167,616 CHF 56,618 CHF 99.37% 99.37%
11/07/2024 1.39% 0.73 CHF 0.74 CHF 225,000 75,000 224,514 74,829 161,093 CHF 54,440 CHF 91.41% 91.41%
10/07/2024 0.85% 1.19 CHF 1.20 CHF 150,000 50,000 150,000 50,000 176,575 CHF 59,358 CHF 99.36% 99.36%
09/07/2024 0.78% 1.24 CHF 1.25 CHF 150,000 50,000 150,000 50,000 191,729 CHF 64,410 CHF 99.37% 99.37%
08/07/2024 0.73% 1.32 CHF 1.33 CHF 150,000 50,000 150,000 50,000 205,294 CHF 68,932 CHF 99.38% 99.38%
05/07/2024 0.74% 1.33 CHF 1.34 CHF 150,000 50,000 150,000 50,000 202,696 CHF 68,065 CHF 99.00% 99.00%
04/07/2024 0.73% 1.32 CHF 1.33 CHF 150,000 50,000 150,000 50,000 205,332 CHF 68,944 CHF 91.02% 91.02%
03/07/2024 0.93% 1.14 CHF 1.15 CHF 150,000 50,000 155,048 51,683 165,954 CHF 55,835 CHF 99.38% 99.38%
02/07/2024 1.10% 0.91 CHF 0.92 CHF 225,000 75,000 225,000 75,000 202,529 CHF 68,260 CHF 99.37% 99.37%

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