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 2.81% 0.33 CHF 0.34 CHF 900,000 300,000 900,000 300,000 316,325 CHF 108,442 CHF 91.41% 91.41%
12/07/2024 2.77% 0.37 CHF 0.38 CHF 900,000 300,000 900,000 300,000 320,938 CHF 109,979 CHF 94.14% 94.14%
11/07/2024 2.90% 0.35 CHF 0.36 CHF 900,000 300,000 900,000 300,000 305,631 CHF 104,877 CHF 92.88% 92.88%
10/07/2024 2.88% 0.34 CHF 0.35 CHF 900,000 300,000 900,000 300,000 308,490 CHF 105,830 CHF 89.28% 89.28%
09/07/2024 3.00% 0.33 CHF 0.34 CHF 900,000 300,000 900,000 300,000 295,294 CHF 101,431 CHF 92.54% 92.54%
08/07/2024 2.78% 0.35 CHF 0.36 CHF 900,000 300,000 900,000 300,000 319,016 CHF 109,339 CHF 90.95% 90.95%
05/07/2024 2.73% 0.35 CHF 0.36 CHF 900,000 300,000 900,000 300,000 325,728 CHF 111,576 CHF 98.60% 98.60%
04/07/2024 3.08% 0.33 CHF 0.34 CHF 900,000 300,000 900,000 300,000 287,983 CHF 98,994 CHF 88.96% 88.96%
03/07/2024 3.17% 0.31 CHF 0.32 CHF 900,000 300,000 900,000 300,000 279,703 CHF 96,235 CHF 93.85% 93.85%
02/07/2024 3.30% 0.30 CHF 0.31 CHF 900,000 300,000 900,000 300,000 268,383 CHF 92,461 CHF 95.43% 95.43%

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