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 2.80% 0.36 CHF 0.37 CHF 600,000 200,000 600,000 200,000 211,184 CHF 72,395 CHF 99.58% 99.58%
12/07/2024 3.33% 0.33 CHF 0.34 CHF 600,000 200,000 691,130 230,377 203,557 CHF 70,156 CHF 99.57% 99.57%
11/07/2024 3.42% 0.30 CHF 0.31 CHF 750,000 250,000 749,823 249,941 216,167 CHF 74,555 CHF 98.76% 98.76%
10/07/2024 3.86% 0.27 CHF 0.28 CHF 750,000 250,000 750,000 250,000 190,688 CHF 66,063 CHF 99.24% 99.24%
09/07/2024 4.29% 0.22 CHF 0.23 CHF 750,000 250,000 750,000 250,000 171,156 CHF 59,552 CHF 99.29% 99.29%
08/07/2024 4.44% 0.22 CHF 0.23 CHF 750,000 250,000 754,100 251,367 166,037 CHF 57,859 CHF 99.41% 99.41%
05/07/2024 4.01% 0.27 CHF 0.28 CHF 750,000 250,000 750,000 250,000 183,641 CHF 63,714 CHF 99.26% 99.26%
04/07/2024 4.36% 0.23 CHF 0.24 CHF 750,000 250,000 750,000 250,000 168,424 CHF 58,641 CHF 99.37% 99.37%
03/07/2024 5.44% 0.23 CHF 0.24 CHF 750,000 250,000 890,713 296,904 160,216 CHF 56,374 CHF 99.42% 99.42%
02/07/2024 6.37% 0.15 CHF 0.16 CHF 1,000,000 400,000 982,051 382,051 149,217 CHF 61,767 CHF 99.34% 99.34%

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