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 4.00% 0.25 CHF 0.26 CHF 225,000 225,000 218,102 218,103 53,460 CHF 55,641 CHF 100.00% 100.00%
12/07/2024 3.87% 0.26 CHF 0.27 CHF 200,000 200,000 206,055 206,053 52,220 CHF 54,280 CHF 97.76% 97.76%
11/07/2024 4.65% 0.25 CHF 0.26 CHF 225,000 225,000 251,679 251,680 52,859 CHF 55,376 CHF 86.52% 86.52%
10/07/2024 5.15% 0.18 CHF 0.19 CHF 275,000 275,000 275,000 275,000 52,069 CHF 54,819 CHF 99.79% 99.79%
09/07/2024 4.85% 0.18 CHF 0.19 CHF 275,000 275,000 254,089 254,089 51,181 CHF 53,721 CHF 100.00% 100.00%
08/07/2024 4.46% 0.21 CHF 0.22 CHF 250,000 250,000 248,096 248,096 54,379 CHF 56,860 CHF 98.98% 98.98%
05/07/2024 4.13% 0.24 CHF 0.25 CHF 225,000 225,000 225,000 225,000 53,366 CHF 55,616 CHF 100.00% 100.00%
04/07/2024 4.19% 0.23 CHF 0.24 CHF 225,000 225,000 227,865 227,867 53,276 CHF 55,555 CHF 98.17% 98.17%
03/07/2024 4.80% 0.21 CHF 0.22 CHF 250,000 250,000 250,000 250,000 50,814 CHF 53,314 CHF 100.00% 100.00%
02/07/2024 4.62% 0.20 CHF 0.21 CHF 250,000 250,000 250,000 250,000 52,879 CHF 55,379 CHF 100.00% 100.00%

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