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 3.78% 0.23 CHF 0.24 CHF 1,000,000 100,000 1,000,000 100,000 261,106 CHF 27,111 CHF 99.27% 99.27%
12/07/2024 3.62% 0.33 CHF 0.34 CHF 1,000,000 100,000 1,000,000 100,000 272,708 CHF 28,271 CHF 99.27% 99.27%
11/07/2024 3.77% 0.28 CHF 0.29 CHF 1,000,000 100,000 1,000,000 100,000 260,376 CHF 27,038 CHF 99.27% 99.27%
10/07/2024 4.03% 0.24 CHF 0.25 CHF 1,000,000 100,000 1,000,000 100,000 243,425 CHF 25,343 CHF 99.27% 99.27%
09/07/2024 4.00% 0.25 CHF 0.26 CHF 1,000,000 100,000 1,000,000 100,000 245,192 CHF 25,519 CHF 99.27% 99.27%
08/07/2024 3.90% 0.24 CHF 0.25 CHF 1,000,000 100,000 1,000,000 100,000 251,661 CHF 26,166 CHF 99.21% 99.21%
05/07/2024 3.92% 0.24 CHF 0.25 CHF 1,000,000 100,000 1,000,000 100,000 250,483 CHF 26,048 CHF 99.27% 99.27%
04/07/2024 3.70% 0.24 CHF 0.25 CHF 1,000,000 100,000 1,000,000 100,000 266,443 CHF 27,644 CHF 99.27% 99.27%
03/07/2024 3.52% 0.28 CHF 0.29 CHF 1,000,000 100,000 1,000,000 100,000 279,320 CHF 28,932 CHF 99.27% 99.27%
02/07/2024 4.03% 0.27 CHF 0.28 CHF 1,000,000 100,000 1,000,000 100,000 243,794 CHF 25,379 CHF 99.27% 99.27%

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