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 1.60% 0.62 CHF 0.63 CHF 450,000 150,000 450,000 150,000 279,149 CHF 94,550 CHF 99.38% 99.38%
12/07/2024 1.70% 0.58 CHF 0.59 CHF 450,000 150,000 450,000 150,000 262,096 CHF 88,865 CHF 92.67% 92.67%
11/07/2024 2.62% 0.42 CHF 0.43 CHF 450,000 150,000 529,433 176,478 198,514 CHF 67,936 CHF 99.37% 99.37%
10/07/2024 2.74% 0.37 CHF 0.38 CHF 600,000 200,000 600,000 200,000 216,292 CHF 74,097 CHF 99.37% 99.37%
09/07/2024 2.58% 0.37 CHF 0.38 CHF 600,000 200,000 506,982 168,994 193,555 CHF 66,208 CHF 99.37% 99.37%
08/07/2024 2.61% 0.39 CHF 0.40 CHF 450,000 150,000 553,668 184,556 209,116 CHF 71,551 CHF 99.38% 99.38%
05/07/2024 2.44% 0.38 CHF 0.39 CHF 600,000 200,000 475,224 158,408 192,263 CHF 65,672 CHF 99.38% 99.38%
04/07/2024 2.54% 0.40 CHF 0.41 CHF 450,000 150,000 599,500 199,833 233,463 CHF 79,819 CHF 98.59% 98.59%
03/07/2024 2.60% 0.39 CHF 0.40 CHF 600,000 200,000 600,000 200,000 227,741 CHF 77,914 CHF 99.38% 99.38%
02/07/2024 2.47% 0.39 CHF 0.40 CHF 600,000 200,000 547,425 182,475 218,641 CHF 74,705 CHF 99.37% 99.37%

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