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 4.47% 0.21 CHF 0.22 CHF 900,000 300,000 900,000 300,000 196,798 CHF 68,600 CHF 99.16% 99.16%
12/07/2024 4.60% 0.22 CHF 0.23 CHF 900,000 300,000 900,000 300,000 191,371 CHF 66,790 CHF 97.94% 97.94%
11/07/2024 4.46% 0.22 CHF 0.23 CHF 900,000 300,000 900,000 300,000 197,146 CHF 68,715 CHF 97.31% 97.31%
10/07/2024 4.47% 0.21 CHF 0.22 CHF 900,000 300,000 900,000 300,000 197,003 CHF 68,668 CHF 99.19% 99.19%
09/07/2024 4.34% 0.21 CHF 0.22 CHF 900,000 300,000 900,000 300,000 203,315 CHF 70,772 CHF 99.58% 99.58%
08/07/2024 4.25% 0.23 CHF 0.24 CHF 900,000 300,000 899,119 299,706 207,074 CHF 72,022 CHF 99.53% 99.53%
05/07/2024 4.05% 0.23 CHF 0.24 CHF 900,000 300,000 838,742 279,581 202,565 CHF 70,317 CHF 99.55% 99.55%
04/07/2024 4.02% 0.25 CHF 0.26 CHF 900,000 300,000 890,922 296,974 217,110 CHF 75,340 CHF 99.57% 99.57%
03/07/2024 4.11% 0.25 CHF 0.26 CHF 900,000 300,000 890,286 296,762 211,982 CHF 73,628 CHF 99.59% 99.59%
02/07/2024 4.21% 0.22 CHF 0.23 CHF 900,000 300,000 900,000 300,000 209,309 CHF 72,770 CHF 99.58% 99.58%

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