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 2.30% 0.43 CHF 0.44 CHF 750,000 250,000 750,000 250,000 322,153 CHF 109,884 CHF 95.65% 95.65%
12/07/2024 2.15% 0.45 CHF 0.46 CHF 750,000 250,000 750,000 250,000 345,580 CHF 117,693 CHF 99.41% 99.41%
11/07/2024 1.94% 0.49 CHF 0.50 CHF 750,000 250,000 750,000 250,000 382,531 CHF 130,010 CHF 98.28% 98.28%
10/07/2024 2.05% 0.49 CHF 0.50 CHF 750,000 250,000 750,000 250,000 362,766 CHF 123,422 CHF 96.15% 96.15%
09/07/2024 2.01% 0.50 CHF 0.51 CHF 750,000 250,000 750,000 250,000 369,172 CHF 125,557 CHF 96.95% 96.95%
08/07/2024 2.18% 0.47 CHF 0.48 CHF 750,000 250,000 750,000 250,000 340,947 CHF 116,149 CHF 93.54% 93.54%
05/07/2024 2.08% 0.45 CHF 0.46 CHF 750,000 250,000 750,000 250,000 356,527 CHF 121,342 CHF 96.09% 96.09%
04/07/2024 2.03% 0.48 CHF 0.49 CHF 750,000 250,000 750,000 250,000 365,648 CHF 124,383 CHF 99.56% 99.56%
03/07/2024 2.11% 0.50 CHF 0.51 CHF 750,000 250,000 750,000 250,000 351,216 CHF 119,572 CHF 98.83% 98.83%
02/07/2024 2.26% 0.48 CHF 0.49 CHF 750,000 250,000 750,000 250,000 328,163 CHF 111,888 CHF 99.56% 99.56%

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