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 1.53% 0.65 CHF 0.66 CHF 225,000 75,000 225,000 75,000 145,779 CHF 49,343 CHF 99.27% 99.27%
12/07/2024 1.59% 0.67 CHF 0.68 CHF 225,000 75,000 283,683 94,561 176,583 CHF 59,807 CHF 99.27% 99.27%
11/07/2024 1.68% 0.62 CHF 0.63 CHF 300,000 100,000 300,000 100,000 177,594 CHF 60,198 CHF 99.27% 99.27%
10/07/2024 1.66% 0.58 CHF 0.59 CHF 300,000 100,000 300,000 100,000 179,025 CHF 60,675 CHF 99.27% 99.27%
09/07/2024 1.58% 0.63 CHF 0.64 CHF 300,000 100,000 288,414 96,138 181,261 CHF 61,382 CHF 99.27% 99.27%
08/07/2024 1.59% 0.62 CHF 0.63 CHF 300,000 100,000 287,924 95,975 179,653 CHF 60,844 CHF 99.21% 99.21%
05/07/2024 1.53% 0.64 CHF 0.65 CHF 225,000 75,000 230,832 76,944 149,938 CHF 50,749 CHF 99.26% 99.26%
04/07/2024 1.47% 0.67 CHF 0.68 CHF 225,000 75,000 225,000 75,000 151,854 CHF 51,368 CHF 99.27% 99.27%
03/07/2024 1.62% 0.67 CHF 0.68 CHF 225,000 75,000 276,509 92,170 168,753 CHF 57,173 CHF 99.27% 99.27%
02/07/2024 1.76% 0.60 CHF 0.61 CHF 300,000 100,000 300,000 100,000 168,944 CHF 57,315 CHF 99.27% 99.27%

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