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 4.28% 0.22 CHF 0.23 CHF 250,000 250,000 232,514 232,514 53,173 CHF 55,498 CHF 99.39% 99.39%
12/07/2024 3.80% 0.27 CHF 0.28 CHF 200,000 200,000 200,000 200,000 51,704 CHF 53,704 CHF 99.08% 99.08%
11/07/2024 4.10% 0.26 CHF 0.27 CHF 200,000 200,000 217,874 217,874 52,047 CHF 54,226 CHF 97.93% 97.93%
10/07/2024 4.38% 0.23 CHF 0.24 CHF 225,000 225,000 241,943 241,943 53,948 CHF 56,367 CHF 95.47% 95.47%
09/07/2024 4.40% 0.21 CHF 0.22 CHF 250,000 250,000 238,166 238,166 52,881 CHF 55,263 CHF 99.05% 99.05%
08/07/2024 4.16% 0.23 CHF 0.24 CHF 225,000 225,000 224,206 224,206 52,795 CHF 55,037 CHF 99.24% 99.24%
05/07/2024 4.37% 0.23 CHF 0.24 CHF 225,000 225,000 239,911 239,912 53,676 CHF 56,075 CHF 99.39% 99.39%
04/07/2024 5.12% 0.21 CHF 0.22 CHF 250,000 250,000 271,870 271,870 51,740 CHF 54,459 CHF 99.39% 99.39%
03/07/2024 6.65% 0.16 CHF 0.17 CHF 325,000 325,000 361,264 361,264 52,495 CHF 56,108 CHF 98.64% 98.64%
02/07/2024 6.95% 0.14 CHF 0.15 CHF 375,000 375,000 376,541 376,541 52,332 CHF 56,097 CHF 99.05% 99.05%

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