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 2.03% 0.46 CHF 0.47 CHF 600,000 200,000 600,000 200,000 292,434 CHF 99,478 CHF 99.37% 99.37%
12/07/2024 1.94% 0.52 CHF 0.53 CHF 600,000 200,000 600,000 200,000 306,834 CHF 104,278 CHF 99.30% 99.30%
11/07/2024 1.92% 0.50 CHF 0.51 CHF 600,000 200,000 600,000 200,000 308,826 CHF 104,942 CHF 99.32% 99.32%
10/07/2024 2.12% 0.49 CHF 0.50 CHF 600,000 200,000 600,000 200,000 279,819 CHF 95,273 CHF 99.43% 99.43%
09/07/2024 2.21% 0.44 CHF 0.45 CHF 600,000 200,000 600,000 200,000 268,368 CHF 91,456 CHF 99.35% 99.35%
08/07/2024 2.17% 0.45 CHF 0.46 CHF 600,000 200,000 600,000 200,000 274,208 CHF 93,403 CHF 99.38% 99.38%
05/07/2024 2.34% 0.42 CHF 0.43 CHF 750,000 250,000 630,388 210,129 265,619 CHF 90,641 CHF 99.37% 99.37%
04/07/2024 2.42% 0.42 CHF 0.43 CHF 600,000 200,000 734,390 244,797 299,972 CHF 102,439 CHF 99.36% 99.36%
03/07/2024 2.45% 0.40 CHF 0.41 CHF 750,000 250,000 750,000 250,000 302,256 CHF 103,252 CHF 99.37% 99.37%
02/07/2024 2.37% 0.41 CHF 0.42 CHF 750,000 250,000 631,224 210,408 262,704 CHF 89,672 CHF 99.30% 99.30%

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