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 3.29% 0.30 CHF 0.31 CHF 450,000 150,000 450,000 150,000 135,660 CHF 46,720 CHF 98.95% 98.95%
12/07/2024 2.52% 0.42 CHF 0.43 CHF 450,000 150,000 450,000 150,000 176,286 CHF 60,262 CHF 99.17% 99.17%
11/07/2024 2.57% 0.40 CHF 0.41 CHF 450,000 150,000 450,000 150,000 173,027 CHF 59,176 CHF 99.17% 99.17%
10/07/2024 2.66% 0.38 CHF 0.39 CHF 450,000 150,000 450,000 150,000 166,739 CHF 57,080 CHF 98.71% 98.71%
09/07/2024 2.56% 0.34 CHF 0.35 CHF 450,000 150,000 448,775 149,592 173,719 CHF 59,402 CHF 99.17% 99.17%
08/07/2024 2.11% 0.44 CHF 0.45 CHF 450,000 150,000 305,347 101,782 142,873 CHF 48,642 CHF 99.15% 99.15%
05/07/2024 2.16% 0.47 CHF 0.48 CHF 300,000 100,000 308,451 102,819 141,270 CHF 48,119 CHF 99.16% 99.16%
04/07/2024 2.39% 0.44 CHF 0.45 CHF 450,000 150,000 446,334 148,778 184,755 CHF 63,073 CHF 99.17% 99.17%
03/07/2024 3.19% 0.30 CHF 0.31 CHF 450,000 150,000 450,000 150,000 138,965 CHF 47,822 CHF 99.16% 99.16%
02/07/2024 3.50% 0.31 CHF 0.32 CHF 450,000 150,000 450,000 150,000 126,597 CHF 43,699 CHF 99.16% 99.16%

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