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 2.88% 0.34 CHF 0.35 CHF 900,000 300,000 900,000 300,000 308,574 CHF 105,858 CHF 95.49% 95.49%
12/07/2024 2.68% 0.36 CHF 0.37 CHF 900,000 300,000 898,140 299,380 331,316 CHF 113,433 CHF 99.47% 99.47%
11/07/2024 2.39% 0.40 CHF 0.41 CHF 750,000 250,000 750,000 250,000 310,283 CHF 105,928 CHF 98.39% 98.39%
10/07/2024 2.53% 0.39 CHF 0.40 CHF 750,000 250,000 750,000 250,000 293,198 CHF 100,232 CHF 96.14% 96.14%
09/07/2024 2.49% 0.41 CHF 0.42 CHF 750,000 250,000 750,000 250,000 297,212 CHF 101,571 CHF 96.95% 96.95%
08/07/2024 2.71% 0.38 CHF 0.39 CHF 750,000 250,000 865,433 288,478 314,212 CHF 107,622 CHF 93.55% 93.55%
05/07/2024 2.57% 0.36 CHF 0.37 CHF 900,000 300,000 770,138 256,713 295,190 CHF 100,964 CHF 96.06% 96.06%
04/07/2024 2.54% 0.39 CHF 0.40 CHF 750,000 250,000 750,000 250,000 291,932 CHF 99,811 CHF 99.58% 99.58%
03/07/2024 2.62% 0.40 CHF 0.41 CHF 750,000 250,000 750,141 250,047 282,638 CHF 96,713 CHF 98.89% 98.89%
02/07/2024 2.84% 0.39 CHF 0.40 CHF 750,000 250,000 876,239 292,080 304,045 CHF 104,269 CHF 99.57% 99.57%

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