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 6.26% 0.15 CHF 0.16 CHF 325,000 325,000 335,910 335,914 51,977 CHF 55,337 CHF 99.04% 99.04%
12/07/2024 5.77% 0.17 CHF 0.18 CHF 300,000 300,000 305,890 305,890 51,486 CHF 54,545 CHF 98.81% 98.81%
11/07/2024 5.09% 0.17 CHF 0.18 CHF 300,000 300,000 265,539 265,539 50,794 CHF 53,450 CHF 97.67% 97.67%
10/07/2024 4.81% 0.22 CHF 0.23 CHF 250,000 250,000 250,000 250,000 50,710 CHF 53,210 CHF 95.16% 95.16%
09/07/2024 4.81% 0.20 CHF 0.21 CHF 250,000 250,000 250,000 250,000 50,808 CHF 53,308 CHF 98.67% 98.67%
08/07/2024 5.17% 0.21 CHF 0.22 CHF 250,000 250,000 282,624 282,624 53,183 CHF 56,009 CHF 98.55% 98.55%
05/07/2024 4.95% 0.19 CHF 0.20 CHF 275,000 275,000 259,240 259,240 51,050 CHF 53,642 CHF 99.16% 99.16%
04/07/2024 5.13% 0.19 CHF 0.20 CHF 275,000 275,000 274,371 274,371 52,137 CHF 54,880 CHF 99.17% 99.17%
03/07/2024 4.65% 0.20 CHF 0.21 CHF 250,000 250,000 250,000 250,000 52,511 CHF 55,011 CHF 98.44% 98.44%
02/07/2024 4.13% 0.23 CHF 0.24 CHF 250,000 250,000 221,359 221,359 52,395 CHF 54,609 CHF 98.84% 98.84%

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