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 4.35% 0.23 CHF 0.24 CHF 750,000 100,000 750,000 100,000 168,616 CHF 23,482 CHF 99.17% 99.17%
12/07/2024 4.24% 0.23 CHF 0.24 CHF 750,000 100,000 750,000 100,000 173,230 CHF 24,097 CHF 99.16% 99.16%
11/07/2024 4.56% 0.23 CHF 0.24 CHF 750,000 100,000 750,000 100,000 160,998 CHF 22,466 CHF 99.16% 99.16%
10/07/2024 4.65% 0.20 CHF 0.21 CHF 750,000 100,000 750,000 100,000 157,616 CHF 22,015 CHF 99.17% 99.17%
09/07/2024 5.12% 0.18 CHF 0.19 CHF 750,000 100,000 750,000 100,000 142,948 CHF 20,060 CHF 99.17% 99.17%
08/07/2024 5.05% 0.19 CHF 0.20 CHF 750,000 100,000 750,000 100,000 144,979 CHF 20,331 CHF 99.15% 99.15%
05/07/2024 4.83% 0.20 CHF 0.21 CHF 750,000 100,000 750,000 100,000 151,454 CHF 21,194 CHF 99.15% 99.15%
04/07/2024 4.87% 0.20 CHF 0.21 CHF 750,000 100,000 750,000 100,000 150,332 CHF 21,044 CHF 99.17% 99.17%
03/07/2024 5.20% 0.19 CHF 0.20 CHF 750,000 100,000 750,000 100,000 140,546 CHF 19,739 CHF 99.15% 99.15%
02/07/2024 6.19% 0.17 CHF 0.18 CHF 750,000 100,000 750,000 100,000 117,684 CHF 16,691 CHF 99.17% 99.17%

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