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 2.25% 0.94 CHF 0.96 CHF 350,000 350,000 346,193 346,193 312,383 CHF 319,357 CHF 99.99% 99.99%
12/07/2024 2.55% 0.86 CHF 0.88 CHF 350,000 350,000 346,109 346,109 276,254 CHF 283,228 CHF 98.46% 98.46%
11/07/2024 2.72% 0.81 CHF 0.83 CHF 350,000 350,000 346,127 346,127 258,549 CHF 265,523 CHF 98.73% 98.73%
10/07/2024 3.29% 0.64 CHF 0.66 CHF 350,000 350,000 346,170 346,170 212,696 CHF 219,670 CHF 100.00% 100.00%
09/07/2024 3.26% 0.61 CHF 0.63 CHF 350,000 350,000 345,380 345,380 215,542 CHF 222,516 CHF 100.00% 100.00%
08/07/2024 3.08% 0.68 CHF 0.70 CHF 350,000 350,000 345,389 345,389 228,502 CHF 235,476 CHF 98.24% 98.24%
05/07/2024 3.21% 0.64 CHF 0.66 CHF 350,000 350,000 346,169 346,169 218,768 CHF 225,742 CHF 100.00% 100.00%
04/07/2024 3.08% 0.65 CHF 0.67 CHF 180,000 180,000 310,336 310,336 204,948 CHF 211,189 CHF 100.00% 100.00%
03/07/2024 3.09% 0.63 CHF 0.65 CHF 350,000 350,000 346,171 346,171 227,080 CHF 234,055 CHF 100.00% 100.00%
02/07/2024 3.40% 0.60 CHF 0.62 CHF 350,000 350,000 346,152 346,152 205,926 CHF 212,900 CHF 100.00% 100.00%

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