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 5.57% 0.20 CHF 0.21 CHF 750,000 250,000 853,222 284,407 148,789 CHF 52,441 CHF 99.32% 99.32%
12/07/2024 6.01% 0.16 CHF 0.17 CHF 900,000 300,000 900,000 300,000 145,421 CHF 51,474 CHF 99.35% 99.35%
11/07/2024 6.13% 0.17 CHF 0.18 CHF 900,000 300,000 918,321 318,321 145,243 CHF 53,430 CHF 99.29% 99.29%
10/07/2024 5.12% 0.17 CHF 0.18 CHF 900,000 300,000 899,414 299,805 171,573 CHF 60,189 CHF 99.38% 99.38%
09/07/2024 4.73% 0.21 CHF 0.22 CHF 750,000 250,000 823,091 274,364 169,827 CHF 59,353 CHF 99.40% 99.40%
08/07/2024 4.95% 0.20 CHF 0.21 CHF 900,000 300,000 880,560 293,520 173,370 CHF 60,725 CHF 99.38% 99.38%
05/07/2024 4.19% 0.24 CHF 0.25 CHF 750,000 250,000 750,000 250,000 175,182 CHF 60,894 CHF 99.34% 99.34%
04/07/2024 4.01% 0.24 CHF 0.25 CHF 750,000 250,000 750,000 250,000 183,271 CHF 63,590 CHF 99.36% 99.36%
03/07/2024 3.94% 0.25 CHF 0.26 CHF 750,000 250,000 750,000 250,000 186,741 CHF 64,747 CHF 99.29% 99.29%
02/07/2024 4.21% 0.24 CHF 0.25 CHF 750,000 250,000 750,000 250,000 174,377 CHF 60,626 CHF 99.29% 99.29%

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