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 1.08% 0.91 CHF 0.92 CHF 450,000 150,000 450,000 150,000 415,874 CHF 140,125 CHF 93.38% 93.38%
12/07/2024 1.15% 0.89 CHF 0.90 CHF 450,000 150,000 450,000 150,000 388,883 CHF 131,128 CHF 94.38% 94.38%
11/07/2024 1.27% 0.82 CHF 0.83 CHF 600,000 200,000 600,000 200,000 470,005 CHF 158,668 CHF 90.56% 90.56%
10/07/2024 1.35% 0.76 CHF 0.77 CHF 600,000 200,000 600,000 200,000 440,420 CHF 148,807 CHF 87.08% 87.08%
09/07/2024 1.39% 0.70 CHF 0.71 CHF 600,000 200,000 600,000 200,000 427,680 CHF 144,560 CHF 84.50% 84.50%
08/07/2024 1.32% 0.73 CHF 0.74 CHF 600,000 200,000 600,000 200,000 451,649 CHF 152,550 CHF 85.98% 85.98%
05/07/2024 1.30% 0.75 CHF 0.76 CHF 600,000 200,000 600,000 200,000 458,492 CHF 154,830 CHF 91.20% 91.20%
04/07/2024 1.39% 0.73 CHF 0.74 CHF 600,000 200,000 600,000 200,000 429,786 CHF 145,262 CHF 80.02% 80.02%
03/07/2024 1.37% 0.72 CHF 0.73 CHF 600,000 200,000 600,000 200,000 433,865 CHF 146,622 CHF 91.68% 91.68%
02/07/2024 1.48% 0.68 CHF 0.69 CHF 600,000 200,000 600,000 200,000 403,429 CHF 136,476 CHF 96.55% 96.55%

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