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 1.62% 0.63 CHF 0.64 CHF 450,000 150,000 450,000 150,000 275,381 CHF 93,294 CHF 98.25% 98.25%
12/07/2024 1.55% 0.64 CHF 0.65 CHF 450,000 150,000 450,000 150,000 288,526 CHF 97,675 CHF 99.59% 99.59%
11/07/2024 1.46% 0.62 CHF 0.63 CHF 450,000 150,000 450,000 150,000 307,126 CHF 103,875 CHF 92.67% 92.67%
10/07/2024 1.53% 0.64 CHF 0.65 CHF 450,000 150,000 450,000 150,000 291,646 CHF 98,715 CHF 98.50% 98.50%
09/07/2024 1.56% 0.65 CHF 0.66 CHF 450,000 150,000 450,000 150,000 285,600 CHF 96,700 CHF 99.03% 99.03%
08/07/2024 1.56% 0.63 CHF 0.64 CHF 450,000 150,000 450,000 150,000 285,812 CHF 96,771 CHF 99.58% 99.58%
05/07/2024 1.80% 0.57 CHF 0.58 CHF 450,000 150,000 450,000 150,000 247,289 CHF 83,930 CHF 89.69% 89.69%
04/07/2024 1.77% 0.57 CHF 0.58 CHF 450,000 150,000 450,000 150,000 252,270 CHF 85,590 CHF 99.20% 99.20%
03/07/2024 1.84% 0.53 CHF 0.54 CHF 450,000 150,000 450,000 150,000 242,837 CHF 82,446 CHF 97.73% 97.73%
02/07/2024 1.92% 0.51 CHF 0.52 CHF 450,000 150,000 450,000 150,000 232,107 CHF 78,869 CHF 95.41% 95.41%

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