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 2.33% 0.43 CHF 0.44 CHF 600,000 200,000 600,000 200,000 254,768 CHF 86,923 CHF 94.90% 94.90%
12/07/2024 2.31% 0.44 CHF 0.45 CHF 600,000 200,000 600,000 200,000 257,005 CHF 87,668 CHF 96.14% 96.14%
11/07/2024 2.43% 0.42 CHF 0.43 CHF 600,000 200,000 608,073 202,691 247,681 CHF 84,587 CHF 98.07% 98.07%
10/07/2024 2.61% 0.40 CHF 0.41 CHF 750,000 250,000 745,894 248,631 282,590 CHF 96,683 CHF 98.05% 98.05%
09/07/2024 2.50% 0.40 CHF 0.41 CHF 750,000 250,000 709,320 236,440 279,862 CHF 95,652 CHF 98.02% 98.02%
08/07/2024 2.43% 0.40 CHF 0.41 CHF 600,000 200,000 613,169 204,390 248,944 CHF 85,025 CHF 97.16% 97.16%
05/07/2024 2.31% 0.41 CHF 0.42 CHF 600,000 200,000 609,551 203,184 260,517 CHF 88,871 CHF 97.19% 97.19%
04/07/2024 2.34% 0.43 CHF 0.44 CHF 600,000 200,000 600,000 200,000 253,950 CHF 86,650 CHF 97.79% 97.79%
03/07/2024 2.42% 0.41 CHF 0.42 CHF 750,000 250,000 640,787 213,596 261,873 CHF 89,427 CHF 97.58% 97.58%
02/07/2024 2.65% 0.37 CHF 0.38 CHF 750,000 250,000 750,000 250,000 278,807 CHF 95,436 CHF 97.19% 97.19%

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