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 1.66% 0.59 CHF 0.60 CHF 300,000 70,000 300,000 70,000 179,232 CHF 42,521 CHF 99.17% 99.17%
12/07/2024 1.74% 0.62 CHF 0.63 CHF 300,000 70,000 300,000 70,000 171,030 CHF 40,607 CHF 99.17% 99.17%
11/07/2024 1.84% 0.58 CHF 0.59 CHF 300,000 70,000 300,000 70,000 161,335 CHF 38,345 CHF 99.16% 99.16%
10/07/2024 1.82% 0.57 CHF 0.58 CHF 300,000 70,000 300,000 70,000 163,582 CHF 38,869 CHF 99.17% 99.17%
09/07/2024 1.77% 0.51 CHF 0.52 CHF 300,000 70,000 300,000 70,000 167,828 CHF 39,860 CHF 99.17% 99.17%
08/07/2024 1.72% 0.57 CHF 0.58 CHF 300,000 70,000 300,000 70,000 173,468 CHF 41,176 CHF 99.16% 99.16%
05/07/2024 1.66% 0.60 CHF 0.61 CHF 300,000 70,000 300,000 70,000 180,003 CHF 42,701 CHF 99.16% 99.16%
04/07/2024 1.82% 0.55 CHF 0.56 CHF 300,000 70,000 320,976 70,000 174,773 CHF 38,891 CHF 99.17% 99.17%
03/07/2024 2.04% 0.49 CHF 0.50 CHF 450,000 70,000 450,000 70,000 217,900 CHF 34,596 CHF 99.16% 99.16%
02/07/2024 2.30% 0.47 CHF 0.48 CHF 450,000 70,000 450,000 70,000 193,526 CHF 30,804 CHF 99.16% 99.16%

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