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 3.57% 0.28 CHF 0.29 CHF 900,000 300,000 900,000 300,000 247,647 CHF 85,549 CHF 99.54% 99.54%
12/07/2024 3.09% 0.31 CHF 0.32 CHF 900,000 300,000 900,000 300,000 286,851 CHF 98,617 CHF 96.04% 96.04%
11/07/2024 3.64% 0.28 CHF 0.29 CHF 1,000,000 400,000 1,000,000 400,000 270,053 CHF 112,021 CHF 98.43% 98.43%
10/07/2024 4.20% 0.25 CHF 0.26 CHF 1,000,000 400,000 1,000,000 400,000 233,257 CHF 97,303 CHF 99.59% 99.59%
09/07/2024 4.61% 0.23 CHF 0.24 CHF 1,000,000 400,000 1,000,000 400,000 211,984 CHF 88,793 CHF 98.00% 98.00%
08/07/2024 4.88% 0.20 CHF 0.21 CHF 1,000,000 400,000 1,000,000 400,000 200,050 CHF 84,020 CHF 99.23% 99.23%
05/07/2024 4.49% 0.21 CHF 0.22 CHF 1,000,000 400,000 1,000,000 400,000 217,668 CHF 91,067 CHF 99.55% 99.55%
04/07/2024 4.27% 0.22 CHF 0.23 CHF 1,000,000 400,000 1,000,000 400,000 229,058 CHF 95,623 CHF 99.34% 99.34%
03/07/2024 4.58% 0.23 CHF 0.24 CHF 1,000,000 400,000 1,000,000 400,000 213,599 CHF 89,440 CHF 99.35% 99.35%
02/07/2024 5.35% 0.20 CHF 0.21 CHF 1,000,000 400,000 1,000,000 466,873 181,920 CHF 89,474 CHF 99.57% 99.57%

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