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 3.00% 0.32 CHF 0.33 CHF 900,000 300,000 900,000 300,000 296,088 CHF 101,696 CHF 99.15% 99.15%
12/07/2024 3.17% 0.35 CHF 0.36 CHF 900,000 300,000 900,000 300,000 280,062 CHF 96,354 CHF 99.15% 99.15%
11/07/2024 3.13% 0.31 CHF 0.32 CHF 900,000 300,000 900,000 300,000 283,507 CHF 97,502 CHF 98.92% 98.92%
10/07/2024 3.20% 0.31 CHF 0.32 CHF 900,000 300,000 900,000 300,000 276,772 CHF 95,257 CHF 98.90% 98.90%
09/07/2024 3.16% 0.29 CHF 0.30 CHF 1,000,000 400,000 911,047 311,047 283,763 CHF 99,815 CHF 98.87% 98.87%
08/07/2024 2.89% 0.32 CHF 0.33 CHF 900,000 300,000 900,000 300,000 306,952 CHF 105,317 CHF 98.69% 98.69%
05/07/2024 2.90% 0.34 CHF 0.35 CHF 900,000 300,000 900,000 300,000 306,315 CHF 105,105 CHF 98.74% 98.74%
04/07/2024 3.33% 0.30 CHF 0.31 CHF 900,000 300,000 929,282 329,282 274,410 CHF 100,417 CHF 98.90% 98.90%
03/07/2024 3.45% 0.28 CHF 0.29 CHF 1,000,000 400,000 992,618 392,618 283,280 CHF 115,910 CHF 98.90% 98.90%
02/07/2024 3.69% 0.27 CHF 0.28 CHF 1,000,000 400,000 1,000,000 400,000 266,086 CHF 110,434 CHF 98.87% 98.87%

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