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 3.59% 0.29 CHF 0.30 CHF 900,000 300,000 965,223 365,223 264,195 CHF 103,483 CHF 99.59% 99.59%
12/07/2024 3.54% 0.28 CHF 0.29 CHF 900,000 300,000 964,458 364,458 267,630 CHF 104,725 CHF 99.58% 99.58%
11/07/2024 3.64% 0.27 CHF 0.28 CHF 1,000,000 400,000 1,000,000 400,000 270,096 CHF 112,039 CHF 99.47% 99.47%
10/07/2024 3.76% 0.26 CHF 0.27 CHF 1,000,000 400,000 1,000,000 400,000 261,359 CHF 108,544 CHF 99.59% 99.59%
09/07/2024 3.87% 0.24 CHF 0.25 CHF 1,000,000 400,000 1,000,000 400,000 253,785 CHF 105,514 CHF 99.58% 99.58%
08/07/2024 3.20% 0.29 CHF 0.30 CHF 1,000,000 400,000 915,037 315,037 281,538 CHF 99,924 CHF 99.55% 99.55%
05/07/2024 3.08% 0.32 CHF 0.33 CHF 900,000 300,000 900,000 300,000 287,630 CHF 98,877 CHF 99.47% 99.47%
04/07/2024 2.95% 0.33 CHF 0.34 CHF 900,000 300,000 900,000 300,000 300,424 CHF 103,141 CHF 99.58% 99.58%
03/07/2024 3.34% 0.30 CHF 0.31 CHF 1,000,000 400,000 968,135 368,135 285,252 CHF 112,036 CHF 99.59% 99.59%
02/07/2024 4.00% 0.25 CHF 0.26 CHF 1,000,000 400,000 1,000,000 400,000 245,444 CHF 102,178 CHF 99.57% 99.57%

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