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 4.75% 0.18 CHF 0.19 CHF 600,000 200,000 600,000 200,000 123,674 CHF 43,225 CHF 99.17% 99.17%
12/07/2024 3.39% 0.29 CHF 0.30 CHF 450,000 150,000 514,125 171,375 149,069 CHF 51,403 CHF 99.17% 99.17%
11/07/2024 2.12% 0.47 CHF 0.48 CHF 450,000 150,000 450,000 150,000 210,291 CHF 71,597 CHF 99.17% 99.17%
10/07/2024 2.13% 0.44 CHF 0.45 CHF 450,000 150,000 450,000 150,000 209,369 CHF 71,290 CHF 99.16% 99.16%
09/07/2024 1.99% 0.48 CHF 0.49 CHF 450,000 150,000 450,000 150,000 224,319 CHF 76,273 CHF 99.17% 99.17%
08/07/2024 2.30% 0.45 CHF 0.46 CHF 450,000 150,000 450,000 150,000 193,814 CHF 66,105 CHF 99.15% 99.15%
05/07/2024 2.49% 0.40 CHF 0.41 CHF 450,000 150,000 450,000 150,000 178,718 CHF 61,073 CHF 99.16% 99.16%
04/07/2024 2.88% 0.36 CHF 0.37 CHF 450,000 150,000 450,000 150,000 153,936 CHF 52,812 CHF 99.17% 99.17%
03/07/2024 3.09% 0.32 CHF 0.33 CHF 450,000 150,000 450,000 150,000 143,295 CHF 49,265 CHF 99.17% 99.17%
02/07/2024 3.13% 0.32 CHF 0.33 CHF 450,000 150,000 450,000 150,000 141,374 CHF 48,625 CHF 99.16% 99.16%

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