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 2.60% 0.38 CHF 0.39 CHF 150,000 150,000 150,000 150,000 57,060 CHF 58,560 CHF 99.05% 99.05%
12/07/2024 2.61% 0.37 CHF 0.38 CHF 150,000 150,000 150,000 150,000 56,798 CHF 58,298 CHF 98.80% 98.80%
11/07/2024 2.85% 0.38 CHF 0.39 CHF 150,000 150,000 156,816 156,816 54,343 CHF 55,911 CHF 98.18% 98.18%
10/07/2024 2.89% 0.32 CHF 0.33 CHF 175,000 175,000 154,278 154,278 52,670 CHF 54,213 CHF 95.16% 95.16%
09/07/2024 2.86% 0.35 CHF 0.36 CHF 175,000 175,000 155,444 155,444 53,496 CHF 55,050 CHF 98.67% 98.67%
08/07/2024 2.74% 0.34 CHF 0.35 CHF 150,000 150,000 150,000 150,000 54,076 CHF 55,576 CHF 98.59% 98.59%
05/07/2024 2.75% 0.37 CHF 0.38 CHF 150,000 150,000 150,000 150,000 53,799 CHF 55,299 CHF 99.18% 99.18%
04/07/2024 2.69% 0.36 CHF 0.37 CHF 150,000 150,000 150,000 150,000 55,068 CHF 56,568 CHF 99.18% 99.18%
03/07/2024 2.82% 0.36 CHF 0.37 CHF 150,000 150,000 150,000 150,000 52,486 CHF 53,986 CHF 98.42% 98.42%
02/07/2024 3.06% 0.34 CHF 0.35 CHF 150,000 150,000 169,086 169,086 54,372 CHF 56,062 CHF 98.77% 98.77%

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