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 3.36% 0.29 CHF 0.30 CHF 600,000 200,000 600,000 200,000 175,847 CHF 60,616 CHF 96.49% 96.49%
12/07/2024 3.37% 0.29 CHF 0.30 CHF 600,000 200,000 600,000 200,000 175,068 CHF 60,356 CHF 91.97% 91.97%
11/07/2024 2.96% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 199,848 CHF 68,616 CHF 98.48% 98.48%
10/07/2024 2.60% 0.38 CHF 0.39 CHF 600,000 200,000 600,000 200,000 227,997 CHF 77,999 CHF 98.39% 98.39%
09/07/2024 2.69% 0.40 CHF 0.41 CHF 600,000 200,000 600,000 200,000 220,482 CHF 75,494 CHF 97.89% 97.89%
08/07/2024 2.98% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 198,179 CHF 68,060 CHF 97.98% 97.98%
05/07/2024 2.93% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 201,763 CHF 69,254 CHF 99.00% 99.00%
04/07/2024 2.95% 0.33 CHF 0.34 CHF 600,000 200,000 600,000 200,000 200,360 CHF 68,787 CHF 99.57% 99.57%
03/07/2024 2.76% 0.35 CHF 0.36 CHF 600,000 200,000 600,000 200,000 214,121 CHF 73,374 CHF 97.69% 97.69%
02/07/2024 2.82% 0.35 CHF 0.36 CHF 600,000 200,000 600,000 200,000 209,561 CHF 71,854 CHF 99.56% 99.56%

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