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 1.99% 0.48 CHF 0.49 CHF 1,000,000 400,000 1,000,000 400,000 498,450 CHF 203,380 CHF 97.28% 97.28%
12/07/2024 1.87% 0.51 CHF 0.52 CHF 1,000,000 400,000 1,000,000 400,000 530,760 CHF 216,304 CHF 99.29% 99.29%
11/07/2024 2.11% 0.49 CHF 0.50 CHF 900,000 300,000 909,266 309,266 425,942 CHF 147,906 CHF 99.10% 99.10%
10/07/2024 2.26% 0.43 CHF 0.44 CHF 1,000,000 400,000 1,000,000 400,000 437,590 CHF 179,036 CHF 99.31% 99.31%
09/07/2024 2.25% 0.43 CHF 0.44 CHF 1,000,000 400,000 997,089 397,089 437,560 CHF 178,202 CHF 99.00% 99.00%
08/07/2024 2.18% 0.44 CHF 0.45 CHF 1,000,000 400,000 915,336 315,336 414,419 CHF 145,823 CHF 99.43% 99.43%
05/07/2024 2.26% 0.43 CHF 0.44 CHF 1,000,000 400,000 985,485 385,485 431,098 CHF 172,459 CHF 99.37% 99.37%
04/07/2024 2.30% 0.43 CHF 0.44 CHF 1,000,000 400,000 1,000,000 400,000 430,562 CHF 176,225 CHF 99.52% 99.52%
03/07/2024 2.19% 0.42 CHF 0.43 CHF 1,000,000 400,000 910,155 310,155 410,411 CHF 142,846 CHF 97.79% 97.79%
02/07/2024 2.32% 0.42 CHF 0.43 CHF 1,000,000 400,000 997,418 397,418 425,392 CHF 173,431 CHF 99.04% 99.04%

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