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 3.58% 0.27 CHF 0.28 CHF 200,000 200,000 198,077 198,077 54,410 CHF 56,391 CHF 99.39% 99.39%
12/07/2024 3.40% 0.29 CHF 0.30 CHF 175,000 175,000 181,124 181,124 52,268 CHF 54,079 CHF 99.08% 99.08%
11/07/2024 3.55% 0.27 CHF 0.28 CHF 200,000 200,000 191,131 191,131 52,862 CHF 54,774 CHF 98.82% 98.82%
10/07/2024 3.54% 0.29 CHF 0.30 CHF 200,000 200,000 199,458 199,458 55,297 CHF 57,291 CHF 95.48% 95.48%
09/07/2024 3.71% 0.26 CHF 0.27 CHF 200,000 200,000 199,976 199,976 52,921 CHF 54,921 CHF 99.06% 99.06%
08/07/2024 3.27% 0.29 CHF 0.30 CHF 175,000 175,000 175,000 175,000 52,671 CHF 54,421 CHF 99.24% 99.24%
05/07/2024 3.33% 0.29 CHF 0.30 CHF 175,000 175,000 175,109 175,109 51,683 CHF 53,434 CHF 99.39% 99.39%
04/07/2024 3.45% 0.28 CHF 0.29 CHF 200,000 200,000 187,578 187,578 53,426 CHF 55,301 CHF 99.39% 99.39%
03/07/2024 3.71% 0.28 CHF 0.29 CHF 200,000 200,000 200,000 200,000 53,043 CHF 55,043 CHF 98.62% 98.62%
02/07/2024 3.86% 0.25 CHF 0.26 CHF 200,000 200,000 200,262 200,262 50,887 CHF 52,890 CHF 99.05% 99.05%

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