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 5.78% 0.18 CHF 0.19 CHF 900,000 300,000 900,000 300,000 151,381 CHF 53,461 CHF 99.72% 99.72%
12/07/2024 5.19% 0.18 CHF 0.19 CHF 900,000 300,000 900,000 300,000 169,160 CHF 59,387 CHF 96.41% 96.41%
11/07/2024 4.88% 0.21 CHF 0.22 CHF 900,000 300,000 911,827 311,827 182,966 CHF 65,447 CHF 91.14% 91.14%
10/07/2024 3.84% 0.24 CHF 0.25 CHF 750,000 250,000 775,012 258,337 197,601 CHF 68,450 CHF 99.58% 99.58%
09/07/2024 3.93% 0.29 CHF 0.30 CHF 750,000 250,000 750,000 250,000 187,894 CHF 65,131 CHF 96.48% 96.48%
08/07/2024 4.21% 0.25 CHF 0.26 CHF 750,000 250,000 788,402 262,801 183,362 CHF 63,749 CHF 99.58% 99.58%
05/07/2024 3.80% 0.25 CHF 0.26 CHF 750,000 250,000 750,000 250,000 193,839 CHF 67,113 CHF 98.01% 98.01%
04/07/2024 3.87% 0.25 CHF 0.26 CHF 750,000 250,000 750,268 250,089 190,252 CHF 65,918 CHF 99.58% 99.58%
03/07/2024 3.93% 0.26 CHF 0.27 CHF 750,000 250,000 750,000 250,000 187,085 CHF 64,862 CHF 99.48% 99.48%
02/07/2024 4.20% 0.26 CHF 0.27 CHF 750,000 250,000 875,842 291,947 204,047 CHF 70,935 CHF 97.48% 97.48%

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