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 4.00% 0.23 CHF 0.24 CHF 600,000 200,000 600,000 200,000 147,197 CHF 51,066 CHF 94.78% 94.78%
12/07/2024 3.94% 0.24 CHF 0.25 CHF 600,000 200,000 600,000 200,000 149,164 CHF 51,721 CHF 99.26% 99.26%
11/07/2024 3.94% 0.24 CHF 0.25 CHF 600,000 200,000 600,000 200,000 149,220 CHF 51,740 CHF 98.20% 98.20%
10/07/2024 4.83% 0.22 CHF 0.23 CHF 600,000 200,000 728,630 242,877 147,062 CHF 51,449 CHF 99.41% 99.41%
09/07/2024 5.37% 0.19 CHF 0.20 CHF 750,000 250,000 750,000 250,000 135,896 CHF 47,799 CHF 99.37% 99.37%
08/07/2024 5.14% 0.19 CHF 0.20 CHF 750,000 250,000 749,703 249,901 142,250 CHF 49,916 CHF 98.74% 98.74%
05/07/2024 5.48% 0.17 CHF 0.18 CHF 750,000 250,000 750,000 250,000 133,140 CHF 46,880 CHF 98.82% 98.82%
04/07/2024 5.39% 0.18 CHF 0.19 CHF 750,000 250,000 750,000 250,000 135,310 CHF 47,603 CHF 99.37% 99.37%
03/07/2024 5.31% 0.17 CHF 0.18 CHF 750,000 250,000 750,000 250,000 137,640 CHF 48,380 CHF 99.17% 99.17%
02/07/2024 5.21% 0.19 CHF 0.20 CHF 750,000 250,000 749,400 249,800 140,196 CHF 49,230 CHF 99.16% 99.16%

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