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 2.53% 0.39 CHF 0.40 CHF 1,000,000 100,000 1,000,000 100,000 390,372 CHF 40,037 CHF 99.27% 99.27%
12/07/2024 2.65% 0.41 CHF 0.42 CHF 1,000,000 100,000 1,000,000 100,000 372,483 CHF 38,248 CHF 99.27% 99.27%
11/07/2024 2.86% 0.37 CHF 0.38 CHF 1,000,000 100,000 1,000,000 100,000 345,381 CHF 35,538 CHF 99.27% 99.27%
10/07/2024 2.82% 0.34 CHF 0.35 CHF 1,000,000 100,000 1,000,000 100,000 349,693 CHF 35,969 CHF 99.27% 99.27%
09/07/2024 2.63% 0.38 CHF 0.39 CHF 1,000,000 100,000 1,000,000 100,000 375,482 CHF 38,548 CHF 99.27% 99.27%
08/07/2024 2.65% 0.37 CHF 0.38 CHF 1,000,000 100,000 1,000,000 100,000 372,635 CHF 38,264 CHF 99.21% 99.21%
05/07/2024 2.50% 0.39 CHF 0.40 CHF 1,000,000 100,000 1,000,000 100,000 395,838 CHF 40,584 CHF 99.27% 99.27%
04/07/2024 2.37% 0.41 CHF 0.42 CHF 1,000,000 100,000 1,000,000 100,000 416,276 CHF 42,628 CHF 99.27% 99.27%
03/07/2024 2.70% 0.41 CHF 0.42 CHF 1,000,000 100,000 1,000,000 100,000 366,917 CHF 37,692 CHF 99.27% 99.27%
02/07/2024 2.96% 0.36 CHF 0.37 CHF 1,000,000 100,000 1,000,000 101,693 333,330 CHF 34,891 CHF 99.27% 99.27%

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