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 2.70% 0.36 CHF 0.37 CHF 150,000 150,000 150,000 150,000 54,917 CHF 56,417 CHF 99.39% 99.39%
12/07/2024 3.03% 0.35 CHF 0.36 CHF 150,000 150,000 169,053 169,053 54,828 CHF 56,519 CHF 99.07% 99.07%
11/07/2024 3.53% 0.30 CHF 0.31 CHF 175,000 175,000 193,826 193,826 53,958 CHF 55,897 CHF 96.40% 96.40%
10/07/2024 3.86% 0.27 CHF 0.28 CHF 200,000 200,000 202,873 202,873 51,482 CHF 53,511 CHF 95.49% 95.49%
09/07/2024 4.01% 0.23 CHF 0.24 CHF 225,000 225,000 209,423 209,423 51,105 CHF 53,199 CHF 99.06% 99.06%
08/07/2024 3.71% 0.25 CHF 0.26 CHF 200,000 200,000 200,000 200,000 53,028 CHF 55,028 CHF 99.22% 99.22%
05/07/2024 3.59% 0.26 CHF 0.27 CHF 200,000 200,000 198,844 198,844 54,514 CHF 56,502 CHF 99.38% 99.38%
04/07/2024 3.96% 0.25 CHF 0.26 CHF 200,000 200,000 204,716 204,716 50,718 CHF 52,765 CHF 99.39% 99.39%
03/07/2024 3.85% 0.25 CHF 0.26 CHF 200,000 200,000 203,320 203,320 51,814 CHF 53,847 CHF 98.61% 98.61%
02/07/2024 4.34% 0.23 CHF 0.24 CHF 250,000 250,000 234,986 234,986 52,940 CHF 55,290 CHF 99.05% 99.05%

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