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 4.39% 0.22 CHF 0.23 CHF 230,000 50,000 227,011 50,000 50,595 CHF 11,650 CHF 99.71% 99.71%
12/07/2024 4.29% 0.23 CHF 0.24 CHF 220,000 50,000 221,658 50,000 50,600 CHF 11,917 CHF 99.01% 99.01%
11/07/2024 4.21% 0.24 CHF 0.25 CHF 210,000 50,000 217,396 50,000 50,548 CHF 12,130 CHF 99.09% 99.09%
10/07/2024 4.35% 0.23 CHF 0.24 CHF 220,000 50,000 224,861 50,000 50,600 CHF 11,757 CHF 100.00% 100.00%
09/07/2024 4.36% 0.21 CHF 0.22 CHF 240,000 50,000 225,330 50,000 50,592 CHF 11,734 CHF 100.00% 100.00%
08/07/2024 4.36% 0.22 CHF 0.23 CHF 230,000 50,000 225,397 50,000 50,600 CHF 11,730 CHF 99.68% 99.68%
05/07/2024 4.30% 0.23 CHF 0.24 CHF 220,000 50,000 222,557 50,000 50,595 CHF 11,872 CHF 98.98% 98.98%
04/07/2024 4.71% 0.21 CHF 0.22 CHF 240,000 50,000 242,474 50,000 50,299 CHF 10,876 CHF 100.00% 100.00%
03/07/2024 4.79% 0.21 CHF 0.22 CHF 240,000 50,000 246,161 50,000 50,152 CHF 10,692 CHF 100.00% 100.00%
02/07/2024 5.20% 0.21 CHF 0.22 CHF 240,000 50,000 270,843 50,000 50,695 CHF 9,873 CHF 99.80% 99.80%

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