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 1.30% 0.77 CHF 0.78 CHF 300,000 100,000 300,000 100,000 230,164 CHF 77,721 CHF 96.71% 96.71%
12/07/2024 1.32% 0.79 CHF 0.80 CHF 300,000 100,000 300,000 100,000 225,971 CHF 76,324 CHF 98.92% 98.92%
11/07/2024 1.31% 0.74 CHF 0.75 CHF 300,000 100,000 300,000 100,000 227,779 CHF 76,927 CHF 99.04% 99.04%
10/07/2024 1.38% 0.73 CHF 0.74 CHF 300,000 100,000 300,000 100,000 215,810 CHF 72,937 CHF 96.62% 96.62%
09/07/2024 1.40% 0.71 CHF 0.72 CHF 300,000 100,000 300,000 100,000 213,319 CHF 72,106 CHF 98.07% 98.07%
08/07/2024 1.50% 0.69 CHF 0.70 CHF 300,000 100,000 314,450 104,817 207,784 CHF 70,310 CHF 98.88% 98.88%
05/07/2024 1.66% 0.55 CHF 0.56 CHF 450,000 150,000 450,000 150,000 268,593 CHF 91,031 CHF 94.94% 94.94%
04/07/2024 1.64% 0.62 CHF 0.63 CHF 450,000 150,000 450,000 150,000 272,760 CHF 92,420 CHF 98.64% 98.64%
03/07/2024 1.68% 0.57 CHF 0.58 CHF 450,000 150,000 450,000 150,000 265,942 CHF 90,147 CHF 99.04% 99.04%
02/07/2024 1.63% 0.64 CHF 0.65 CHF 450,000 150,000 442,374 147,458 269,692 CHF 91,372 CHF 98.64% 98.64%

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