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 5.44% 0.18 CHF 0.19 CHF 300,000 300,000 298,434 298,431 53,367 CHF 56,351 CHF 100.00% 100.00%
12/07/2024 4.69% 0.21 CHF 0.22 CHF 250,000 250,000 250,000 250,000 52,118 CHF 54,618 CHF 98.43% 98.43%
11/07/2024 4.90% 0.20 CHF 0.21 CHF 250,000 250,000 252,844 252,843 50,338 CHF 52,867 CHF 99.04% 99.04%
10/07/2024 5.29% 0.18 CHF 0.19 CHF 300,000 300,000 289,484 289,480 53,239 CHF 56,133 CHF 99.78% 99.78%
09/07/2024 4.83% 0.22 CHF 0.23 CHF 250,000 250,000 252,460 252,462 51,012 CHF 53,537 CHF 100.00% 100.00%
08/07/2024 5.04% 0.19 CHF 0.20 CHF 275,000 275,000 266,240 266,243 51,476 CHF 54,139 CHF 98.98% 98.98%
05/07/2024 5.16% 0.19 CHF 0.20 CHF 250,000 250,000 275,856 275,855 52,075 CHF 54,834 CHF 100.00% 100.00%
04/07/2024 5.18% 0.19 CHF 0.20 CHF 275,000 275,000 278,750 278,747 52,442 CHF 55,229 CHF 98.16% 98.16%
03/07/2024 4.68% 0.19 CHF 0.20 CHF 250,000 250,000 247,921 247,922 51,793 CHF 54,273 CHF 100.00% 100.00%
02/07/2024 3.70% 0.25 CHF 0.26 CHF 200,000 200,000 197,780 197,782 52,512 CHF 54,490 CHF 100.00% 100.00%

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