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 1.18% 0.88 CHF 0.89 CHF 450,000 150,000 450,000 150,000 378,023 CHF 127,508 CHF 99.49% 99.49%
12/07/2024 1.19% 0.84 CHF 0.85 CHF 450,000 150,000 450,000 150,000 377,108 CHF 127,203 CHF 99.41% 99.41%
11/07/2024 1.20% 0.84 CHF 0.85 CHF 450,000 150,000 450,000 150,000 374,032 CHF 126,177 CHF 99.29% 99.29%
10/07/2024 1.27% 0.80 CHF 0.81 CHF 450,000 150,000 450,000 150,000 352,992 CHF 119,164 CHF 99.37% 99.37%
09/07/2024 1.35% 0.74 CHF 0.75 CHF 450,000 150,000 467,776 155,925 343,761 CHF 116,146 CHF 99.56% 99.56%
08/07/2024 1.35% 0.78 CHF 0.79 CHF 450,000 150,000 450,456 150,152 331,633 CHF 112,046 CHF 99.25% 99.25%
05/07/2024 1.32% 0.71 CHF 0.72 CHF 600,000 200,000 474,913 158,304 357,973 CHF 120,907 CHF 99.54% 99.54%
04/07/2024 1.29% 0.78 CHF 0.79 CHF 450,000 150,000 450,000 150,000 346,531 CHF 117,010 CHF 99.58% 99.58%
03/07/2024 1.32% 0.76 CHF 0.77 CHF 450,000 150,000 450,000 150,000 338,436 CHF 114,312 CHF 99.48% 99.48%
02/07/2024 1.38% 0.72 CHF 0.73 CHF 600,000 200,000 597,165 199,055 428,251 CHF 144,741 CHF 99.55% 99.55%

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