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 1.69% 0.56 CHF 0.57 CHF 750,000 250,000 601,500 200,500 353,251 CHF 119,755 CHF 91.35% 91.35%
12/07/2024 1.66% 0.61 CHF 0.62 CHF 600,000 200,000 600,000 200,000 358,810 CHF 121,603 CHF 93.82% 93.82%
11/07/2024 1.72% 0.59 CHF 0.60 CHF 750,000 250,000 750,000 250,000 431,592 CHF 146,364 CHF 93.83% 93.83%
10/07/2024 1.72% 0.58 CHF 0.59 CHF 750,000 250,000 750,000 250,000 432,857 CHF 146,786 CHF 89.17% 89.17%
09/07/2024 1.78% 0.55 CHF 0.56 CHF 750,000 250,000 750,000 250,000 417,938 CHF 141,813 CHF 92.74% 92.74%
08/07/2024 1.68% 0.59 CHF 0.60 CHF 750,000 250,000 750,000 250,000 441,803 CHF 149,768 CHF 90.16% 90.16%
05/07/2024 1.67% 0.58 CHF 0.59 CHF 750,000 250,000 750,000 250,000 445,326 CHF 150,942 CHF 98.60% 98.60%
04/07/2024 1.84% 0.55 CHF 0.56 CHF 750,000 250,000 750,000 250,000 404,965 CHF 137,488 CHF 88.96% 88.96%
03/07/2024 1.88% 0.53 CHF 0.54 CHF 750,000 250,000 750,000 250,000 395,471 CHF 134,324 CHF 95.36% 95.36%
02/07/2024 1.96% 0.51 CHF 0.52 CHF 750,000 250,000 750,000 250,000 378,211 CHF 128,570 CHF 95.42% 95.42%

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