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 1.90% 0.51 CHF 0.52 CHF 600,000 200,000 600,000 200,000 313,608 CHF 106,536 CHF 99.16% 99.16%
12/07/2024 1.99% 0.56 CHF 0.57 CHF 600,000 200,000 600,101 200,034 298,762 CHF 101,588 CHF 99.16% 99.16%
11/07/2024 1.97% 0.50 CHF 0.51 CHF 600,000 200,000 607,632 202,544 304,733 CHF 103,603 CHF 98.86% 98.86%
10/07/2024 2.03% 0.50 CHF 0.51 CHF 750,000 250,000 736,987 245,662 359,698 CHF 122,356 CHF 98.91% 98.91%
09/07/2024 2.00% 0.46 CHF 0.47 CHF 750,000 250,000 656,093 218,698 323,365 CHF 109,975 CHF 98.98% 98.98%
08/07/2024 1.85% 0.51 CHF 0.52 CHF 600,000 200,000 600,000 200,000 322,200 CHF 109,400 CHF 98.70% 98.70%
05/07/2024 1.85% 0.54 CHF 0.55 CHF 600,000 200,000 601,964 200,655 322,281 CHF 109,433 CHF 98.70% 98.70%
04/07/2024 2.14% 0.47 CHF 0.48 CHF 750,000 250,000 750,000 250,000 347,095 CHF 118,198 CHF 98.90% 98.90%
03/07/2024 2.21% 0.45 CHF 0.46 CHF 750,000 250,000 750,000 250,000 336,031 CHF 114,510 CHF 99.00% 99.00%
02/07/2024 2.39% 0.42 CHF 0.43 CHF 750,000 250,000 750,000 250,000 310,229 CHF 105,910 CHF 98.61% 98.61%

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