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 2.72% 0.35 CHF 0.36 CHF 900,000 300,000 900,000 300,000 326,676 CHF 111,892 CHF 99.15% 99.15%
12/07/2024 2.76% 0.37 CHF 0.38 CHF 900,000 300,000 900,000 300,000 322,226 CHF 110,409 CHF 97.85% 97.85%
11/07/2024 2.74% 0.36 CHF 0.37 CHF 750,000 250,000 750,000 250,000 270,176 CHF 92,559 CHF 97.32% 97.32%
10/07/2024 2.73% 0.35 CHF 0.36 CHF 750,000 250,000 750,000 250,000 271,506 CHF 93,002 CHF 99.16% 99.16%
09/07/2024 2.69% 0.36 CHF 0.37 CHF 750,000 250,000 750,000 250,000 275,299 CHF 94,266 CHF 99.58% 99.58%
08/07/2024 2.61% 0.37 CHF 0.38 CHF 750,000 250,000 750,000 250,000 283,101 CHF 96,867 CHF 99.55% 99.55%
05/07/2024 2.56% 0.38 CHF 0.39 CHF 750,000 250,000 750,000 250,000 289,295 CHF 98,932 CHF 99.58% 99.58%
04/07/2024 2.53% 0.39 CHF 0.40 CHF 750,000 250,000 750,000 250,000 292,444 CHF 99,981 CHF 99.56% 99.56%
03/07/2024 2.57% 0.39 CHF 0.40 CHF 750,000 250,000 750,000 250,000 287,775 CHF 98,425 CHF 99.50% 99.50%
02/07/2024 2.62% 0.36 CHF 0.37 CHF 750,000 250,000 750,000 250,000 282,905 CHF 96,802 CHF 99.58% 99.58%

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