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 5.64% 0.27 CHF 0.28 CHF 350,000 350,000 346,172 346,172 92,189 CHF 97,420 CHF 100.00% 100.00%
12/07/2024 5.14% 0.28 CHF 0.29 CHF 350,000 350,000 346,325 346,325 101,528 CHF 106,758 CHF 98.38% 98.38%
11/07/2024 5.02% 0.30 CHF 0.32 CHF 350,000 350,000 346,130 346,130 103,978 CHF 109,208 CHF 98.73% 98.73%
10/07/2024 4.63% 0.33 CHF 0.34 CHF 350,000 350,000 346,171 346,171 112,749 CHF 117,980 CHF 100.00% 100.00%
09/07/2024 4.75% 0.33 CHF 0.35 CHF 350,000 350,000 345,381 345,381 110,043 CHF 115,274 CHF 100.00% 100.00%
08/07/2024 4.72% 0.32 CHF 0.34 CHF 350,000 350,000 345,372 345,372 111,010 CHF 116,240 CHF 98.26% 98.26%
05/07/2024 4.52% 0.33 CHF 0.35 CHF 350,000 350,000 346,169 346,169 115,547 CHF 120,777 CHF 100.00% 100.00%
04/07/2024 4.59% 0.33 CHF 0.35 CHF 180,000 180,000 310,336 310,336 101,959 CHF 106,640 CHF 100.00% 100.00%
03/07/2024 4.57% 0.34 CHF 0.35 CHF 350,000 350,000 346,171 346,171 114,403 CHF 119,634 CHF 100.00% 100.00%
02/07/2024 4.18% 0.34 CHF 0.36 CHF 350,000 350,000 346,151 346,151 125,497 CHF 130,728 CHF 100.00% 100.00%

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