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 3.49% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 169,218 CHF 58,406 CHF 96.38% 96.38%
12/07/2024 3.54% 0.25 CHF 0.26 CHF 600,000 200,000 600,000 200,000 166,777 CHF 57,592 CHF 97.61% 97.61%
11/07/2024 3.52% 0.27 CHF 0.28 CHF 600,000 200,000 600,000 200,000 167,554 CHF 57,851 CHF 97.89% 97.89%
10/07/2024 3.06% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 193,301 CHF 66,434 CHF 96.76% 96.76%
09/07/2024 2.86% 0.35 CHF 0.36 CHF 600,000 200,000 600,000 200,000 207,035 CHF 71,012 CHF 94.92% 94.92%
08/07/2024 3.00% 0.33 CHF 0.34 CHF 600,000 200,000 600,000 200,000 197,218 CHF 67,740 CHF 95.78% 95.78%
05/07/2024 3.10% 0.33 CHF 0.34 CHF 600,000 200,000 600,000 200,000 190,986 CHF 65,662 CHF 97.67% 97.67%
04/07/2024 3.20% 0.30 CHF 0.31 CHF 600,000 200,000 600,000 200,000 184,385 CHF 63,462 CHF 90.54% 90.54%
03/07/2024 3.03% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 195,285 CHF 67,095 CHF 95.99% 95.99%
02/07/2024 2.60% 0.37 CHF 0.38 CHF 600,000 200,000 600,000 200,000 228,035 CHF 78,012 CHF 98.91% 98.91%

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