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 2.41% 0.39 CHF 0.40 CHF 1,000,000 400,000 1,000,000 400,000 411,320 CHF 168,528 CHF 97.30% 97.30%
12/07/2024 2.24% 0.42 CHF 0.43 CHF 1,000,000 400,000 1,000,000 400,000 441,356 CHF 180,542 CHF 99.44% 99.44%
11/07/2024 2.57% 0.41 CHF 0.42 CHF 1,000,000 400,000 1,000,000 400,000 384,978 CHF 157,991 CHF 98.97% 98.97%
10/07/2024 2.77% 0.35 CHF 0.36 CHF 1,000,000 400,000 1,000,000 400,000 356,384 CHF 146,554 CHF 99.29% 99.29%
09/07/2024 2.76% 0.35 CHF 0.36 CHF 1,000,000 400,000 1,000,000 400,000 357,674 CHF 147,070 CHF 98.98% 98.98%
08/07/2024 2.68% 0.35 CHF 0.36 CHF 1,000,000 400,000 1,000,000 400,000 368,166 CHF 151,266 CHF 99.46% 99.46%
05/07/2024 2.77% 0.35 CHF 0.36 CHF 1,000,000 400,000 1,000,000 400,000 355,812 CHF 146,325 CHF 99.42% 99.42%
04/07/2024 2.82% 0.35 CHF 0.36 CHF 1,000,000 400,000 1,000,000 400,000 350,000 CHF 144,000 CHF 99.53% 99.53%
03/07/2024 2.69% 0.34 CHF 0.35 CHF 1,000,000 400,000 1,000,000 400,000 366,487 CHF 150,595 CHF 97.76% 97.76%
02/07/2024 2.86% 0.34 CHF 0.35 CHF 1,000,000 400,000 1,000,000 400,000 344,942 CHF 141,977 CHF 99.06% 99.06%

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