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 4.29% 0.23 CHF 0.24 CHF 300,000 100,000 300,000 100,000 68,429 CHF 23,810 CHF 99.16% 99.16%
12/07/2024 4.29% 0.22 CHF 0.23 CHF 300,000 100,000 300,000 100,000 68,500 CHF 23,833 CHF 99.16% 99.16%
11/07/2024 4.41% 0.24 CHF 0.25 CHF 300,000 100,000 300,000 100,000 66,593 CHF 23,198 CHF 99.16% 99.16%
10/07/2024 4.56% 0.21 CHF 0.22 CHF 300,000 100,000 300,000 100,000 64,379 CHF 22,460 CHF 99.16% 99.16%
09/07/2024 4.97% 0.20 CHF 0.21 CHF 300,000 100,000 300,000 100,000 58,940 CHF 20,647 CHF 99.16% 99.16%
08/07/2024 5.10% 0.18 CHF 0.19 CHF 300,000 100,000 300,000 100,000 57,331 CHF 20,110 CHF 99.15% 99.15%
05/07/2024 4.67% 0.20 CHF 0.21 CHF 300,000 100,000 300,000 100,000 62,795 CHF 21,932 CHF 99.15% 99.15%
04/07/2024 4.87% 0.20 CHF 0.21 CHF 300,000 100,000 300,000 100,000 60,224 CHF 21,075 CHF 99.17% 99.17%
03/07/2024 5.12% 0.20 CHF 0.21 CHF 300,000 100,000 311,963 103,988 59,313 CHF 20,811 CHF 99.15% 99.15%
02/07/2024 5.94% 0.18 CHF 0.19 CHF 450,000 150,000 450,000 150,000 73,852 CHF 26,117 CHF 99.17% 99.17%

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