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 2.20% 0.41 CHF 0.42 CHF 300,000 100,000 300,000 100,000 135,667 CHF 46,222 CHF 99.42% 99.42%
12/07/2024 1.71% 0.62 CHF 0.63 CHF 300,000 100,000 300,000 100,000 174,597 CHF 59,199 CHF 99.42% 99.42%
11/07/2024 2.28% 0.48 CHF 0.49 CHF 300,000 100,000 300,000 100,000 130,425 CHF 44,475 CHF 98.07% 98.07%
10/07/2024 3.28% 0.36 CHF 0.37 CHF 300,000 100,000 300,000 100,000 91,448 CHF 31,483 CHF 95.00% 98.90%
09/07/2024 3.21% 0.24 CHF 0.25 CHF 300,000 100,000 300,000 100,000 92,516 CHF 31,839 CHF 98.56% 99.41%
08/07/2024 2.20% 0.34 CHF 0.35 CHF 300,000 100,000 300,000 100,000 136,483 CHF 46,494 CHF 99.41% 99.41%
05/07/2024 1.70% 0.53 CHF 0.54 CHF 300,000 100,000 300,000 100,000 175,773 CHF 59,591 CHF 99.15% 99.15%
04/07/2024 1.75% 0.58 CHF 0.59 CHF 300,000 100,000 300,000 100,000 169,572 CHF 57,524 CHF 99.39% 99.39%
03/07/2024 1.76% 0.54 CHF 0.55 CHF 300,000 100,000 300,000 100,000 169,785 CHF 57,595 CHF 99.42% 99.42%
02/07/2024 2.17% 0.47 CHF 0.48 CHF 300,000 100,000 300,000 100,000 137,106 CHF 46,702 CHF 99.31% 99.31%

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