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 3.14% 0.31 CHF 0.32 CHF 1,000,000 1,000,000 507,836 507,836 164,450 CHF 169,563 CHF 98.75% 98.75%
12/07/2024 2.30% 0.39 CHF 0.40 CHF 1,000,000 1,000,000 513,449 513,449 222,785 CHF 227,945 CHF 99.75% 99.75%
11/07/2024 3.15% 0.33 CHF 0.34 CHF 1,000,000 1,000,000 553,665 553,665 178,934 CHF 184,528 CHF 99.98% 99.98%
10/07/2024 3.14% 0.33 CHF 0.34 CHF 1,000,000 1,000,000 555,781 555,781 182,192 CHF 187,780 CHF 100.00% 100.00%
09/07/2024 2.73% 0.35 CHF 0.36 CHF 1,000,000 1,000,000 538,169 538,169 199,270 CHF 204,684 CHF 99.14% 99.14%
08/07/2024 2.61% 0.36 CHF 0.37 CHF 1,000,000 1,000,000 531,121 531,121 206,825 CHF 212,170 CHF 100.00% 100.00%
05/07/2024 2.60% 0.40 CHF 0.41 CHF 1,000,000 1,000,000 519,968 519,968 205,510 CHF 210,729 CHF 99.27% 99.27%
04/07/2024 2.35% 0.41 CHF 0.42 CHF 550,000 550,000 433,142 433,142 182,447 CHF 186,778 CHF 95.27% 95.27%
03/07/2024 2.24% 0.43 CHF 0.44 CHF 940,000 940,000 468,016 468,016 210,515 CHF 215,216 CHF 96.02% 96.02%
02/07/2024 1.66% 0.51 CHF 0.52 CHF 870,000 870,000 433,079 433,079 259,450 CHF 263,812 CHF 99.06% 99.06%

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