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 2.76% 0.34 CHF 0.35 CHF 300,000 100,000 256,621 85,540 91,452 CHF 31,340 CHF 99.27% 99.27%
12/07/2024 2.58% 0.37 CHF 0.38 CHF 225,000 75,000 225,000 75,000 86,188 CHF 29,480 CHF 99.27% 99.27%
11/07/2024 2.59% 0.38 CHF 0.39 CHF 225,000 75,000 225,000 75,000 85,921 CHF 29,390 CHF 99.27% 99.27%
10/07/2024 2.67% 0.39 CHF 0.40 CHF 225,000 75,000 225,000 75,000 83,210 CHF 28,487 CHF 99.27% 99.27%
09/07/2024 2.87% 0.35 CHF 0.36 CHF 225,000 75,000 299,662 99,887 103,095 CHF 35,364 CHF 99.27% 99.27%
08/07/2024 2.99% 0.33 CHF 0.34 CHF 300,000 100,000 300,000 100,000 98,737 CHF 33,912 CHF 99.24% 99.24%
05/07/2024 2.95% 0.33 CHF 0.34 CHF 300,000 100,000 300,000 100,000 100,303 CHF 34,434 CHF 99.27% 99.27%
04/07/2024 2.93% 0.33 CHF 0.34 CHF 300,000 100,000 300,000 100,000 100,881 CHF 34,627 CHF 99.27% 99.27%
03/07/2024 3.00% 0.32 CHF 0.33 CHF 300,000 100,000 300,000 100,000 98,462 CHF 33,821 CHF 99.27% 99.27%
02/07/2024 3.02% 0.32 CHF 0.33 CHF 300,000 100,000 300,000 100,000 97,983 CHF 33,661 CHF 99.27% 99.27%

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