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 2.25% 0.44 CHF 0.45 CHF 300,000 100,000 340,943 113,648 148,978 CHF 50,796 CHF 98.95% 98.95%
12/07/2024 1.82% 0.58 CHF 0.59 CHF 300,000 100,000 300,000 100,000 163,473 CHF 55,491 CHF 99.17% 99.17%
11/07/2024 1.85% 0.56 CHF 0.57 CHF 300,000 100,000 300,000 100,000 160,929 CHF 54,643 CHF 99.17% 99.17%
10/07/2024 1.90% 0.53 CHF 0.54 CHF 300,000 100,000 300,000 100,000 156,381 CHF 53,127 CHF 98.71% 98.71%
09/07/2024 1.84% 0.49 CHF 0.50 CHF 300,000 100,000 300,000 100,000 162,323 CHF 55,108 CHF 99.17% 99.17%
08/07/2024 1.57% 0.60 CHF 0.61 CHF 300,000 100,000 300,000 100,000 189,144 CHF 64,048 CHF 99.15% 99.15%
05/07/2024 1.60% 0.63 CHF 0.64 CHF 300,000 100,000 300,000 100,000 186,614 CHF 63,205 CHF 99.16% 99.16%
04/07/2024 1.74% 0.60 CHF 0.61 CHF 300,000 100,000 300,000 100,000 171,570 CHF 58,190 CHF 99.17% 99.17%
03/07/2024 2.21% 0.44 CHF 0.45 CHF 300,000 100,000 332,561 110,854 148,298 CHF 50,541 CHF 99.16% 99.16%
02/07/2024 2.40% 0.44 CHF 0.45 CHF 300,000 100,000 442,983 147,661 182,569 CHF 62,333 CHF 99.16% 99.16%

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