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 3.17% 0.32 CHF 0.33 CHF 1,000,000 200,000 1,000,000 200,000 311,051 CHF 64,210 CHF 99.27% 99.27%
12/07/2024 3.36% 0.29 CHF 0.30 CHF 1,000,000 200,000 1,000,000 200,000 292,913 CHF 60,583 CHF 99.27% 99.27%
11/07/2024 3.15% 0.29 CHF 0.30 CHF 1,000,000 200,000 1,000,000 200,000 312,399 CHF 64,480 CHF 99.27% 99.27%
10/07/2024 2.77% 0.34 CHF 0.35 CHF 1,000,000 200,000 1,000,000 200,000 355,551 CHF 73,110 CHF 99.27% 99.27%
09/07/2024 2.91% 0.34 CHF 0.35 CHF 1,000,000 200,000 1,000,000 200,000 338,183 CHF 69,637 CHF 99.27% 99.27%
08/07/2024 3.02% 0.35 CHF 0.36 CHF 1,000,000 200,000 1,000,000 200,000 325,861 CHF 67,172 CHF 99.22% 99.22%
05/07/2024 2.90% 0.33 CHF 0.34 CHF 1,000,000 200,000 1,000,000 200,000 340,257 CHF 70,052 CHF 99.27% 99.27%
04/07/2024 2.68% 0.36 CHF 0.37 CHF 1,000,000 200,000 1,000,000 184,355 368,337 CHF 69,566 CHF 99.27% 99.27%
03/07/2024 2.70% 0.37 CHF 0.38 CHF 1,000,000 200,000 1,000,000 200,000 365,581 CHF 75,116 CHF 99.27% 99.27%
02/07/2024 2.65% 0.37 CHF 0.38 CHF 1,000,000 200,000 1,000,000 197,237 371,892 CHF 75,301 CHF 99.27% 99.27%

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