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 5.10% 0.18 CHF 0.19 CHF 300,000 298,000 270,947 270,947 51,734 CHF 54,443 CHF 95.98% 95.98%
12/07/2024 5.47% 0.21 CHF 0.22 CHF 250,000 250,000 294,126 294,126 52,305 CHF 55,246 CHF 99.09% 99.09%
11/07/2024 5.33% 0.18 CHF 0.19 CHF 300,000 300,000 292,841 292,841 53,500 CHF 56,429 CHF 97.70% 97.70%
10/07/2024 5.42% 0.18 CHF 0.19 CHF 300,000 300,000 300,179 300,179 53,907 CHF 56,909 CHF 95.49% 95.49%
09/07/2024 5.32% 0.16 CHF 0.17 CHF 300,000 300,000 284,393 284,393 52,103 CHF 54,947 CHF 99.06% 99.06%
08/07/2024 4.77% 0.19 CHF 0.20 CHF 275,000 275,000 252,313 252,313 51,608 CHF 54,131 CHF 99.22% 99.22%
05/07/2024 4.79% 0.21 CHF 0.22 CHF 250,000 250,000 254,251 254,250 51,815 CHF 54,357 CHF 80.55% 80.55%
04/07/2024 5.69% 0.18 CHF 0.19 CHF 300,000 300,000 300,733 300,733 51,344 CHF 54,352 CHF 99.39% 99.39%
03/07/2024 5.82% 0.16 CHF 0.17 CHF 325,000 325,000 308,360 308,360 51,418 CHF 54,502 CHF 98.63% 98.63%
02/07/2024 6.27% 0.15 CHF 0.16 CHF 350,000 350,000 338,215 338,215 52,214 CHF 55,596 CHF 99.05% 99.05%

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