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 4.36% 0.22 CHF 0.23 CHF 1,000,000 400,000 1,000,000 407,227 224,599 CHF 95,430 CHF 99.16% 99.16%
12/07/2024 4.59% 0.24 CHF 0.25 CHF 1,000,000 400,000 1,000,000 449,090 213,633 CHF 99,969 CHF 99.15% 99.15%
11/07/2024 4.51% 0.21 CHF 0.22 CHF 1,000,000 500,000 1,000,000 485,094 217,018 CHF 110,043 CHF 98.91% 98.91%
10/07/2024 4.66% 0.21 CHF 0.22 CHF 1,000,000 500,000 1,000,000 500,000 209,721 CHF 109,860 CHF 98.91% 98.91%
09/07/2024 4.54% 0.20 CHF 0.21 CHF 1,000,000 500,000 1,000,000 465,390 215,831 CHF 104,823 CHF 98.92% 98.92%
08/07/2024 4.14% 0.22 CHF 0.23 CHF 1,000,000 400,000 1,000,000 401,007 236,448 CHF 98,811 CHF 98.68% 98.68%
05/07/2024 4.16% 0.24 CHF 0.25 CHF 1,000,000 400,000 1,000,000 402,197 235,380 CHF 98,658 CHF 99.02% 99.02%
04/07/2024 4.81% 0.21 CHF 0.22 CHF 1,000,000 500,000 1,000,000 500,000 202,984 CHF 106,492 CHF 98.90% 98.90%
03/07/2024 4.94% 0.20 CHF 0.21 CHF 1,000,000 500,000 1,000,000 500,000 197,775 CHF 103,887 CHF 98.88% 98.88%
02/07/2024 5.22% 0.19 CHF 0.20 CHF 1,000,000 500,000 1,000,000 500,000 186,653 CHF 98,326 CHF 98.76% 98.76%

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