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 4.68% 0.20 CHF 0.21 CHF 250,000 250,000 252,612 252,612 52,768 CHF 55,294 CHF 100.00% 100.00%
12/07/2024 4.54% 0.22 CHF 0.23 CHF 250,000 250,000 249,055 249,052 53,658 CHF 56,148 CHF 98.43% 98.43%
11/07/2024 4.29% 0.23 CHF 0.24 CHF 225,000 225,000 232,028 232,025 52,969 CHF 55,289 CHF 93.27% 93.27%
10/07/2024 4.71% 0.21 CHF 0.22 CHF 250,000 250,000 250,768 250,769 51,980 CHF 54,488 CHF 99.77% 99.77%
09/07/2024 5.21% 0.18 CHF 0.19 CHF 300,000 300,000 281,631 281,629 52,655 CHF 55,471 CHF 100.00% 100.00%
08/07/2024 4.67% 0.21 CHF 0.22 CHF 250,000 250,000 250,340 250,342 52,422 CHF 54,926 CHF 98.98% 98.98%
05/07/2024 4.98% 0.20 CHF 0.21 CHF 275,000 275,000 261,720 261,720 51,225 CHF 53,842 CHF 100.00% 100.00%
04/07/2024 5.16% 0.19 CHF 0.20 CHF 275,000 275,000 278,333 278,331 52,506 CHF 55,289 CHF 98.16% 98.16%
03/07/2024 5.81% 0.18 CHF 0.19 CHF 300,000 300,000 307,810 307,812 51,396 CHF 54,474 CHF 100.00% 100.00%
02/07/2024 5.86% 0.18 CHF 0.19 CHF 300,000 300,000 312,600 312,598 51,825 CHF 54,950 CHF 100.00% 100.00%

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