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 3.40% 0.25 CHF 0.26 CHF 600,000 200,000 455,258 151,753 131,661 CHF 45,405 CHF 99.17% 99.17%
12/07/2024 2.55% 0.39 CHF 0.40 CHF 450,000 150,000 450,000 150,000 175,893 CHF 60,131 CHF 99.16% 99.16%
11/07/2024 1.69% 0.59 CHF 0.60 CHF 450,000 150,000 450,000 150,000 264,056 CHF 89,519 CHF 99.17% 99.17%
10/07/2024 1.70% 0.55 CHF 0.56 CHF 450,000 150,000 450,000 150,000 262,010 CHF 88,837 CHF 99.17% 99.17%
09/07/2024 1.60% 0.60 CHF 0.61 CHF 450,000 150,000 444,384 148,128 275,975 CHF 93,473 CHF 99.17% 99.17%
08/07/2024 1.81% 0.57 CHF 0.58 CHF 450,000 150,000 450,000 150,000 246,673 CHF 83,724 CHF 99.15% 99.15%
05/07/2024 1.95% 0.52 CHF 0.53 CHF 450,000 150,000 450,000 150,000 228,988 CHF 77,829 CHF 99.16% 99.16%
04/07/2024 2.21% 0.47 CHF 0.48 CHF 450,000 150,000 450,000 150,000 201,594 CHF 68,698 CHF 99.17% 99.17%
03/07/2024 2.36% 0.42 CHF 0.43 CHF 450,000 150,000 450,000 150,000 188,700 CHF 64,400 CHF 99.17% 99.17%
02/07/2024 2.39% 0.42 CHF 0.43 CHF 450,000 150,000 450,000 150,000 186,061 CHF 63,520 CHF 99.16% 99.16%

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