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 2.86% 0.33 CHF 0.34 CHF 300,000 100,000 300,000 100,000 103,410 CHF 35,470 CHF 99.16% 99.16%
12/07/2024 3.14% 0.32 CHF 0.33 CHF 300,000 100,000 300,000 100,000 94,296 CHF 32,432 CHF 99.24% 99.24%
11/07/2024 3.62% 0.35 CHF 0.36 CHF 300,000 100,000 300,000 100,000 82,538 CHF 28,513 CHF 90.53% 90.53%
10/07/2024 3.22% 0.32 CHF 0.33 CHF 300,000 100,000 300,000 100,000 91,622 CHF 31,541 CHF 97.49% 97.49%
09/07/2024 3.04% 0.30 CHF 0.31 CHF 300,000 100,000 300,000 100,000 97,222 CHF 33,407 CHF 98.69% 98.69%
08/07/2024 3.16% 0.33 CHF 0.34 CHF 300,000 100,000 300,000 100,000 93,704 CHF 32,235 CHF 98.54% 98.54%
05/07/2024 2.35% 0.39 CHF 0.40 CHF 300,000 100,000 300,000 100,000 126,124 CHF 43,041 CHF 92.03% 92.03%
04/07/2024 2.39% 0.40 CHF 0.41 CHF 300,000 100,000 300,000 100,000 123,883 CHF 42,294 CHF 99.06% 99.06%
03/07/2024 2.24% 0.45 CHF 0.46 CHF 300,000 100,000 300,000 100,000 132,158 CHF 45,053 CHF 95.39% 95.39%
02/07/2024 2.09% 0.47 CHF 0.48 CHF 300,000 100,000 300,000 100,000 142,010 CHF 48,337 CHF 95.11% 95.11%

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