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
25/07/2024 1.50% 0.69 CHF 0.70 CHF 600,000 200,000 600,000 200,000 397,460 CHF 134,487 CHF 99.23% 99.23%
24/07/2024 1.55% 0.66 CHF 0.67 CHF 600,000 200,000 600,000 200,000 385,232 CHF 130,411 CHF 99.23% 99.23%
23/07/2024 1.46% 0.65 CHF 0.66 CHF 600,000 200,000 600,000 200,000 408,835 CHF 138,278 CHF 99.22% 99.22%
22/07/2024 1.43% 0.70 CHF 0.71 CHF 600,000 200,000 600,000 200,000 415,638 CHF 140,546 CHF 98.50% 98.50%
19/07/2024 1.30% 0.73 CHF 0.74 CHF 600,000 200,000 600,000 200,000 456,940 CHF 154,313 CHF 97.35% 97.35%
18/07/2024 1.33% 0.77 CHF 0.78 CHF 600,000 200,000 600,000 200,000 448,798 CHF 151,599 CHF 99.21% 99.21%
17/07/2024 1.40% 0.73 CHF 0.74 CHF 600,000 200,000 600,000 200,000 426,525 CHF 144,175 CHF 99.24% 99.24%
16/07/2024 1.46% 0.70 CHF 0.71 CHF 600,000 200,000 600,000 200,000 408,791 CHF 138,264 CHF 99.24% 99.24%
15/07/2024 1.49% 0.69 CHF 0.70 CHF 600,000 200,000 600,000 200,000 399,264 CHF 135,088 CHF 95.27% 95.27%
12/07/2024 1.52% 0.64 CHF 0.65 CHF 600,000 200,000 600,000 200,000 392,306 CHF 132,769 CHF 99.28% 99.28%

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