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 1.38% 0.68 CHF 0.69 CHF 600,000 200,000 602,578 200,859 432,851 CHF 146,292 CHF 99.38% 99.38%
12/07/2024 1.41% 0.74 CHF 0.75 CHF 600,000 200,000 609,437 203,146 430,323 CHF 145,473 CHF 99.38% 99.38%
11/07/2024 1.51% 0.70 CHF 0.71 CHF 600,000 200,000 723,814 241,271 476,610 CHF 161,283 CHF 99.38% 99.38%
10/07/2024 1.66% 0.61 CHF 0.62 CHF 750,000 250,000 750,000 250,000 447,529 CHF 151,676 CHF 99.37% 99.37%
09/07/2024 1.65% 0.57 CHF 0.58 CHF 750,000 250,000 750,000 250,000 450,615 CHF 152,705 CHF 99.38% 99.38%
08/07/2024 1.63% 0.60 CHF 0.61 CHF 750,000 250,000 750,000 250,000 456,296 CHF 154,599 CHF 99.38% 99.38%
05/07/2024 1.54% 0.62 CHF 0.63 CHF 750,000 250,000 750,000 250,000 482,887 CHF 163,462 CHF 99.37% 99.37%
04/07/2024 1.58% 0.64 CHF 0.65 CHF 750,000 250,000 750,000 250,000 471,609 CHF 159,703 CHF 98.58% 98.58%
03/07/2024 1.62% 0.61 CHF 0.62 CHF 750,000 250,000 750,000 250,000 458,792 CHF 155,431 CHF 99.38% 99.38%
02/07/2024 1.80% 0.56 CHF 0.57 CHF 750,000 250,000 750,000 250,000 413,926 CHF 140,475 CHF 99.38% 99.38%

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