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 4.26% 0.23 CHF 0.24 CHF 225,000 75,000 232,011 77,337 53,283 CHF 18,534 CHF 99.16% 99.16%
12/07/2024 4.15% 0.24 CHF 0.25 CHF 225,000 75,000 225,000 75,000 53,126 CHF 18,459 CHF 99.17% 99.17%
11/07/2024 4.36% 0.24 CHF 0.25 CHF 225,000 75,000 274,643 91,548 61,505 CHF 21,417 CHF 99.16% 99.16%
10/07/2024 4.64% 0.21 CHF 0.22 CHF 300,000 100,000 300,000 100,000 63,266 CHF 22,089 CHF 99.16% 99.16%
09/07/2024 6.11% 0.16 CHF 0.17 CHF 300,000 100,000 300,000 100,000 47,595 CHF 16,865 CHF 99.17% 99.17%
08/07/2024 6.31% 0.15 CHF 0.16 CHF 300,000 100,000 300,000 100,000 46,075 CHF 16,358 CHF 99.16% 99.16%
05/07/2024 6.21% 0.15 CHF 0.16 CHF 300,000 100,000 300,000 100,000 46,857 CHF 16,619 CHF 99.15% 99.15%
04/07/2024 6.55% 0.14 CHF 0.15 CHF 300,000 100,000 300,000 100,000 44,360 CHF 15,787 CHF 99.17% 99.17%
03/07/2024 6.87% 0.14 CHF 0.15 CHF 300,000 100,000 300,000 100,000 42,193 CHF 15,064 CHF 99.15% 99.15%
02/07/2024 7.32% 0.14 CHF 0.15 CHF 300,000 100,000 300,000 100,000 39,485 CHF 14,162 CHF 99.17% 99.17%

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