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 4.16% 0.22 CHF 0.23 CHF 900,000 300,000 900,000 300,000 211,787 CHF 73,596 CHF 99.72% 99.72%
12/07/2024 4.24% 0.23 CHF 0.24 CHF 900,000 300,000 900,000 300,000 207,594 CHF 72,198 CHF 96.39% 96.39%
11/07/2024 4.51% 0.21 CHF 0.22 CHF 1,000,000 400,000 967,197 367,197 210,036 CHF 83,029 CHF 91.14% 91.14%
10/07/2024 5.59% 0.18 CHF 0.19 CHF 1,000,000 400,000 1,000,000 400,000 174,072 CHF 73,629 CHF 99.58% 99.58%
09/07/2024 5.59% 0.15 CHF 0.16 CHF 1,000,000 400,000 1,000,000 400,000 174,631 CHF 73,852 CHF 96.46% 96.46%
08/07/2024 5.32% 0.17 CHF 0.18 CHF 1,000,000 400,000 1,000,000 400,000 183,019 CHF 77,208 CHF 99.58% 99.58%
05/07/2024 5.67% 0.18 CHF 0.19 CHF 1,000,000 400,000 1,000,000 400,000 171,305 CHF 72,522 CHF 98.02% 98.02%
04/07/2024 5.49% 0.18 CHF 0.19 CHF 1,000,000 400,000 1,000,000 400,000 177,251 CHF 74,900 CHF 99.58% 99.58%
03/07/2024 5.49% 0.17 CHF 0.18 CHF 1,000,000 400,000 1,000,000 400,000 177,223 CHF 74,889 CHF 99.53% 99.53%
02/07/2024 5.08% 0.17 CHF 0.18 CHF 1,000,000 400,000 1,000,000 400,000 192,255 CHF 80,902 CHF 97.48% 97.48%

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