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 4.19% 0.22 CHF 0.23 CHF 600,000 150,000 599,959 149,941 141,470 CHF 36,856 CHF 99.38% 99.38%
12/07/2024 4.11% 0.26 CHF 0.27 CHF 600,000 150,000 599,984 150,000 144,251 CHF 37,564 CHF 99.38% 99.38%
11/07/2024 3.08% 0.25 CHF 0.26 CHF 600,000 150,000 503,112 149,983 161,613 CHF 50,379 CHF 99.37% 99.37%
10/07/2024 1.44% 0.73 CHF 0.74 CHF 450,000 150,000 450,000 150,000 309,488 CHF 104,663 CHF 99.36% 99.36%
09/07/2024 1.50% 0.69 CHF 0.70 CHF 450,000 150,000 450,000 150,000 297,825 CHF 100,775 CHF 99.37% 99.37%
08/07/2024 1.59% 0.59 CHF 0.60 CHF 450,000 150,000 450,000 150,000 281,664 CHF 95,388 CHF 99.38% 99.38%
05/07/2024 1.68% 0.58 CHF 0.59 CHF 450,000 150,000 450,000 150,000 265,246 CHF 89,915 CHF 99.38% 99.38%
04/07/2024 1.68% 0.59 CHF 0.60 CHF 450,000 150,000 450,000 150,000 265,752 CHF 90,084 CHF 98.82% 98.82%
03/07/2024 1.73% 0.59 CHF 0.60 CHF 450,000 150,000 450,000 150,000 257,651 CHF 87,384 CHF 99.37% 99.37%
02/07/2024 1.86% 0.56 CHF 0.57 CHF 450,000 150,000 450,000 150,000 239,584 CHF 81,361 CHF 99.37% 99.37%

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