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 1.24% 0.89 CHF 0.90 CHF 300,000 100,000 300,000 100,000 240,236 CHF 81,079 CHF 99.12% 99.12%
12/07/2024 1.39% 0.77 CHF 0.78 CHF 300,000 100,000 300,000 100,000 214,166 CHF 72,389 CHF 99.70% 99.70%
11/07/2024 1.52% 0.72 CHF 0.73 CHF 300,000 100,000 300,000 100,000 196,142 CHF 66,381 CHF 98.80% 98.80%
10/07/2024 1.62% 0.59 CHF 0.60 CHF 450,000 150,000 328,695 109,565 200,260 CHF 67,849 CHF 98.51% 98.51%
09/07/2024 1.53% 0.62 CHF 0.63 CHF 300,000 100,000 300,000 100,000 194,952 CHF 65,984 CHF 99.55% 99.55%
08/07/2024 1.52% 0.67 CHF 0.68 CHF 300,000 100,000 300,000 100,000 196,409 CHF 66,470 CHF 96.26% 96.26%
05/07/2024 1.45% 0.66 CHF 0.67 CHF 300,000 100,000 300,000 100,000 205,860 CHF 69,620 CHF 99.44% 99.44%
04/07/2024 1.39% 0.72 CHF 0.73 CHF 300,000 100,000 300,000 100,000 213,694 CHF 72,231 CHF 99.41% 99.41%
03/07/2024 1.51% 0.68 CHF 0.69 CHF 300,000 100,000 300,000 100,000 197,895 CHF 66,965 CHF 99.54% 99.54%
02/07/2024 1.50% 0.66 CHF 0.67 CHF 300,000 100,000 300,000 100,000 198,814 CHF 67,271 CHF 99.40% 99.40%

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