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 2.00% 0.48 CHF 0.49 CHF 450,000 150,000 450,000 150,000 223,294 CHF 75,931 CHF 98.28% 98.28%
12/07/2024 1.69% 0.60 CHF 0.61 CHF 450,000 150,000 450,000 150,000 264,830 CHF 89,777 CHF 95.42% 95.42%
11/07/2024 1.83% 0.59 CHF 0.60 CHF 450,000 150,000 450,000 150,000 243,799 CHF 82,766 CHF 98.56% 98.56%
10/07/2024 1.98% 0.51 CHF 0.52 CHF 450,000 150,000 450,000 150,000 225,178 CHF 76,560 CHF 98.46% 98.46%
09/07/2024 1.97% 0.47 CHF 0.48 CHF 450,000 150,000 450,000 150,000 226,963 CHF 77,154 CHF 98.66% 98.66%
08/07/2024 1.90% 0.51 CHF 0.52 CHF 450,000 150,000 450,000 150,000 234,182 CHF 79,561 CHF 96.52% 96.52%
05/07/2024 1.84% 0.55 CHF 0.56 CHF 450,000 150,000 450,000 150,000 242,607 CHF 82,369 CHF 95.65% 95.65%
04/07/2024 2.03% 0.50 CHF 0.51 CHF 450,000 150,000 450,000 150,000 219,306 CHF 74,602 CHF 95.23% 95.23%
03/07/2024 2.31% 0.47 CHF 0.48 CHF 450,000 150,000 450,000 150,000 192,516 CHF 65,672 CHF 98.20% 98.20%
02/07/2024 2.26% 0.43 CHF 0.44 CHF 450,000 150,000 450,000 150,000 196,536 CHF 67,012 CHF 98.18% 98.18%

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