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 4.17% 0.27 CHF 0.28 CHF 200,000 200,000 220,726 220,726 51,785 CHF 53,992 CHF 99.05% 99.05%
12/07/2024 4.16% 0.26 CHF 0.27 CHF 200,000 200,000 219,954 219,954 51,799 CHF 53,999 CHF 98.83% 98.83%
11/07/2024 3.28% 0.25 CHF 0.26 CHF 200,000 200,000 179,569 179,569 54,056 CHF 55,852 CHF 89.77% 89.77%
10/07/2024 3.63% 0.27 CHF 0.28 CHF 200,000 200,000 195,989 195,989 53,006 CHF 54,966 CHF 95.14% 95.14%
09/07/2024 3.04% 0.32 CHF 0.33 CHF 175,000 175,000 172,686 172,686 55,850 CHF 57,577 CHF 98.70% 98.70%
08/07/2024 2.81% 0.34 CHF 0.35 CHF 175,000 175,000 153,361 153,361 53,846 CHF 55,379 CHF 98.59% 98.59%
05/07/2024 2.81% 0.36 CHF 0.37 CHF 150,000 150,000 150,000 150,000 52,605 CHF 54,105 CHF 99.16% 99.16%
04/07/2024 2.65% 0.35 CHF 0.36 CHF 150,000 150,000 150,000 150,000 55,957 CHF 57,457 CHF 99.18% 99.18%
03/07/2024 2.75% 0.36 CHF 0.37 CHF 150,000 150,000 150,527 150,527 53,939 CHF 55,444 CHF 98.46% 98.46%
02/07/2024 2.79% 0.38 CHF 0.39 CHF 150,000 150,000 150,406 150,406 53,199 CHF 54,703 CHF 98.78% 98.78%

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