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 4.05% 0.24 CHF 0.25 CHF 225,000 225,000 217,568 217,568 52,572 CHF 54,748 CHF 99.39% 99.39%
12/07/2024 3.93% 0.23 CHF 0.24 CHF 225,000 225,000 205,345 205,345 51,193 CHF 53,247 CHF 99.06% 99.06%
11/07/2024 3.49% 0.27 CHF 0.28 CHF 200,000 200,000 190,144 190,144 53,472 CHF 55,373 CHF 98.42% 98.42%
10/07/2024 3.02% 0.30 CHF 0.31 CHF 175,000 175,000 166,010 166,010 54,085 CHF 55,745 CHF 95.43% 95.43%
09/07/2024 3.25% 0.31 CHF 0.32 CHF 175,000 175,000 176,572 176,572 53,422 CHF 55,187 CHF 99.05% 99.05%
08/07/2024 3.38% 0.29 CHF 0.30 CHF 175,000 175,000 178,417 178,417 51,886 CHF 53,670 CHF 99.22% 99.22%
05/07/2024 3.58% 0.30 CHF 0.31 CHF 175,000 175,000 194,350 194,350 53,269 CHF 55,212 CHF 99.38% 99.38%
04/07/2024 3.48% 0.28 CHF 0.29 CHF 175,000 175,000 188,574 188,574 53,268 CHF 55,154 CHF 99.38% 99.38%
03/07/2024 3.23% 0.31 CHF 0.32 CHF 175,000 175,000 174,616 174,616 53,232 CHF 54,978 CHF 98.62% 98.62%
02/07/2024 2.80% 0.35 CHF 0.36 CHF 150,000 150,000 150,509 150,509 53,066 CHF 54,571 CHF 99.04% 99.04%

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