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 2.41% 0.41 CHF 0.42 CHF 600,000 200,000 600,000 200,000 246,311 CHF 84,104 CHF 94.02% 94.02%
12/07/2024 2.26% 0.45 CHF 0.46 CHF 600,000 200,000 600,000 200,000 262,575 CHF 89,525 CHF 94.77% 94.77%
11/07/2024 2.35% 0.45 CHF 0.46 CHF 600,000 200,000 600,000 200,000 252,420 CHF 86,140 CHF 94.70% 94.70%
10/07/2024 2.57% 0.38 CHF 0.39 CHF 600,000 200,000 600,000 200,000 230,702 CHF 78,901 CHF 97.36% 97.36%
09/07/2024 2.60% 0.37 CHF 0.38 CHF 600,000 200,000 600,000 200,000 227,627 CHF 77,876 CHF 97.60% 97.60%
08/07/2024 2.53% 0.38 CHF 0.39 CHF 600,000 200,000 600,000 200,000 234,619 CHF 80,206 CHF 95.90% 95.90%
05/07/2024 2.47% 0.41 CHF 0.42 CHF 600,000 200,000 600,000 200,000 239,996 CHF 81,999 CHF 94.80% 94.80%
04/07/2024 2.51% 0.40 CHF 0.41 CHF 600,000 200,000 600,000 200,000 235,811 CHF 80,604 CHF 94.70% 94.70%
03/07/2024 2.61% 0.40 CHF 0.41 CHF 600,000 200,000 600,000 200,000 226,698 CHF 77,566 CHF 97.46% 97.46%
02/07/2024 2.63% 0.37 CHF 0.38 CHF 600,000 200,000 600,000 200,000 224,936 CHF 76,979 CHF 96.48% 96.48%

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