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 4.22% 0.22 CHF 0.23 CHF 750,000 100,000 750,000 99,958 174,069 CHF 24,200 CHF 99.17% 99.17%
12/07/2024 4.07% 0.26 CHF 0.27 CHF 600,000 100,000 738,437 100,000 177,722 CHF 25,097 CHF 99.16% 99.16%
11/07/2024 4.48% 0.25 CHF 0.26 CHF 750,000 100,000 749,919 99,982 163,957 CHF 22,860 CHF 99.16% 99.16%
10/07/2024 4.61% 0.20 CHF 0.21 CHF 750,000 100,000 711,801 99,984 151,298 CHF 22,215 CHF 99.17% 99.17%
09/07/2024 4.90% 0.18 CHF 0.19 CHF 900,000 100,000 705,860 99,869 141,088 CHF 20,923 CHF 99.16% 99.16%
08/07/2024 3.61% 0.26 CHF 0.27 CHF 750,000 100,000 698,282 99,964 189,390 CHF 28,221 CHF 99.16% 99.16%
05/07/2024 2.94% 0.31 CHF 0.32 CHF 600,000 100,000 599,986 100,000 201,193 CHF 34,533 CHF 99.15% 99.15%
04/07/2024 3.06% 0.33 CHF 0.34 CHF 600,000 100,000 599,987 100,000 193,112 CHF 33,186 CHF 99.17% 99.17%
03/07/2024 3.17% 0.32 CHF 0.33 CHF 600,000 100,000 518,963 100,000 161,594 CHF 32,085 CHF 99.13% 99.13%
02/07/2024 3.64% 0.29 CHF 0.30 CHF 200,000 100,000 645,349 100,000 172,748 CHF 28,066 CHF 99.16% 99.16%

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