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 4.29% 0.24 CHF 0.25 CHF 1,000,000 400,000 1,000,000 400,000 228,325 CHF 95,330 CHF 98.19% 98.19%
12/07/2024 4.28% 0.21 CHF 0.22 CHF 1,000,000 400,000 1,000,000 400,000 228,823 CHF 95,529 CHF 99.35% 99.35%
11/07/2024 3.95% 0.24 CHF 0.25 CHF 1,000,000 400,000 1,000,000 400,000 248,555 CHF 103,422 CHF 97.47% 97.47%
10/07/2024 3.48% 0.26 CHF 0.27 CHF 1,000,000 400,000 901,996 301,996 254,838 CHF 88,312 CHF 98.66% 98.66%
09/07/2024 3.52% 0.31 CHF 0.32 CHF 900,000 300,000 906,255 306,255 253,300 CHF 88,581 CHF 98.75% 98.75%
08/07/2024 4.08% 0.25 CHF 0.26 CHF 1,000,000 400,000 1,000,000 400,000 240,185 CHF 100,074 CHF 99.07% 99.07%
05/07/2024 3.92% 0.26 CHF 0.27 CHF 1,000,000 400,000 994,523 394,523 248,904 CHF 102,610 CHF 98.37% 98.37%
04/07/2024 3.65% 0.26 CHF 0.27 CHF 1,000,000 400,000 1,000,000 400,000 269,289 CHF 111,715 CHF 95.72% 95.72%
03/07/2024 3.39% 0.28 CHF 0.29 CHF 900,000 300,000 904,759 304,759 262,769 CHF 91,526 CHF 99.29% 99.29%
02/07/2024 2.67% 0.35 CHF 0.36 CHF 900,000 300,000 765,628 255,209 283,202 CHF 96,953 CHF 99.47% 99.47%

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