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 2.48% 0.39 CHF 0.40 CHF 900,000 300,000 900,000 300,000 359,179 CHF 122,726 CHF 98.87% 98.87%
12/07/2024 2.60% 0.42 CHF 0.43 CHF 900,000 300,000 900,000 300,000 342,898 CHF 117,299 CHF 98.73% 98.73%
11/07/2024 2.57% 0.38 CHF 0.39 CHF 900,000 300,000 900,000 300,000 346,467 CHF 118,489 CHF 98.87% 98.87%
10/07/2024 2.62% 0.38 CHF 0.39 CHF 900,000 300,000 900,000 300,000 338,732 CHF 115,911 CHF 98.93% 98.93%
09/07/2024 2.59% 0.35 CHF 0.36 CHF 900,000 300,000 900,000 300,000 342,902 CHF 117,301 CHF 98.79% 98.79%
08/07/2024 2.41% 0.39 CHF 0.40 CHF 900,000 300,000 900,000 300,000 369,506 CHF 126,169 CHF 99.17% 99.17%
05/07/2024 2.41% 0.41 CHF 0.42 CHF 900,000 300,000 900,000 300,000 368,686 CHF 125,895 CHF 99.03% 99.03%
04/07/2024 2.71% 0.37 CHF 0.38 CHF 900,000 300,000 900,000 300,000 327,243 CHF 112,081 CHF 98.91% 98.91%
03/07/2024 2.78% 0.35 CHF 0.36 CHF 900,000 300,000 904,958 304,958 320,611 CHF 111,044 CHF 98.78% 98.78%
02/07/2024 2.96% 0.33 CHF 0.34 CHF 1,000,000 400,000 996,782 396,782 331,856 CHF 136,035 CHF 98.85% 98.85%

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