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 4.10% 0.24 CHF 0.25 CHF 900,000 300,000 814,888 271,629 194,374 CHF 67,508 CHF 94.36% 94.36%
12/07/2024 3.79% 0.27 CHF 0.28 CHF 750,000 250,000 750,000 250,000 194,290 CHF 67,263 CHF 94.75% 94.75%
11/07/2024 4.03% 0.26 CHF 0.27 CHF 750,000 250,000 791,941 263,980 192,281 CHF 66,734 CHF 94.48% 94.48%
10/07/2024 4.41% 0.22 CHF 0.23 CHF 900,000 300,000 900,000 300,000 199,663 CHF 69,554 CHF 97.24% 97.24%
09/07/2024 4.48% 0.21 CHF 0.22 CHF 900,000 300,000 900,000 300,000 196,365 CHF 68,455 CHF 97.84% 97.84%
08/07/2024 4.33% 0.22 CHF 0.23 CHF 900,000 300,000 873,762 291,254 197,138 CHF 68,625 CHF 95.94% 95.94%
05/07/2024 4.22% 0.24 CHF 0.25 CHF 750,000 250,000 883,680 294,560 204,853 CHF 71,230 CHF 94.79% 94.79%
04/07/2024 4.28% 0.23 CHF 0.24 CHF 900,000 300,000 893,914 297,971 204,488 CHF 71,142 CHF 94.70% 94.70%
03/07/2024 4.47% 0.23 CHF 0.24 CHF 900,000 300,000 900,000 300,000 196,895 CHF 68,632 CHF 97.29% 97.29%
02/07/2024 4.46% 0.22 CHF 0.23 CHF 900,000 300,000 900,000 300,000 197,481 CHF 68,827 CHF 96.32% 96.32%

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