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 3.86% 0.25 CHF 0.26 CHF 200,000 200,000 200,114 200,115 50,824 CHF 52,826 CHF 100.00% 100.00%
12/07/2024 4.05% 0.25 CHF 0.26 CHF 225,000 225,000 220,301 220,299 53,309 CHF 55,512 CHF 98.37% 98.37%
11/07/2024 4.02% 0.24 CHF 0.25 CHF 225,000 225,000 214,801 214,804 52,242 CHF 54,391 CHF 80.34% 80.34%
10/07/2024 5.87% 0.16 CHF 0.17 CHF 325,000 325,000 310,736 310,739 51,421 CHF 54,528 CHF 99.78% 99.78%
09/07/2024 6.43% 0.16 CHF 0.17 CHF 325,000 325,000 348,814 348,816 52,469 CHF 55,958 CHF 100.00% 100.00%
08/07/2024 6.94% 0.15 CHF 0.16 CHF 375,000 375,000 378,086 378,087 52,619 CHF 56,400 CHF 98.98% 98.98%
05/07/2024 6.70% 0.15 CHF 0.16 CHF 350,000 350,000 364,135 364,136 52,518 CHF 56,160 CHF 99.62% 99.62%
04/07/2024 6.68% 0.15 CHF 0.16 CHF 350,000 350,000 361,309 361,307 52,259 CHF 55,871 CHF 98.15% 98.15%
03/07/2024 5.26% 0.18 CHF 0.19 CHF 300,000 300,000 284,444 284,441 52,611 CHF 55,455 CHF 100.00% 100.00%
02/07/2024 4.57% 0.21 CHF 0.22 CHF 250,000 250,000 250,000 250,000 53,523 CHF 56,023 CHF 72.70% 72.70%

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