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 4.28% 0.23 CHF 0.24 CHF 225,000 225,000 229,684 229,684 52,445 CHF 54,742 CHF 100.00% 100.00%
12/07/2024 4.37% 0.23 CHF 0.24 CHF 225,000 225,000 237,847 237,848 53,274 CHF 55,652 CHF 99.77% 99.77%
11/07/2024 4.78% 0.20 CHF 0.21 CHF 250,000 250,000 253,771 253,771 51,893 CHF 54,431 CHF 100.00% 100.00%
10/07/2024 5.51% 0.20 CHF 0.21 CHF 275,000 275,000 296,248 296,248 52,278 CHF 55,241 CHF 94.69% 94.69%
09/07/2024 5.55% 0.17 CHF 0.18 CHF 300,000 300,000 300,000 300,000 52,587 CHF 55,587 CHF 99.67% 99.67%
08/07/2024 5.60% 0.18 CHF 0.19 CHF 300,000 300,000 302,785 302,784 52,581 CHF 55,608 CHF 100.00% 100.00%
05/07/2024 5.55% 0.18 CHF 0.19 CHF 300,000 300,000 300,000 300,000 52,579 CHF 55,579 CHF 100.00% 100.00%
04/07/2024 5.64% 0.17 CHF 0.18 CHF 300,000 300,000 300,000 300,000 51,734 CHF 54,734 CHF 100.00% 100.00%
03/07/2024 5.69% 0.18 CHF 0.19 CHF 300,000 300,000 301,573 301,573 51,465 CHF 54,481 CHF 99.33% 99.33%
02/07/2024 6.29% 0.16 CHF 0.17 CHF 325,000 325,000 339,139 339,139 52,190 CHF 55,582 CHF 99.61% 99.61%

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