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 3.87% 0.25 CHF 0.26 CHF 750,000 250,000 750,000 250,000 190,267 CHF 65,922 CHF 95.61% 95.61%
12/07/2024 4.15% 0.24 CHF 0.25 CHF 750,000 250,000 750,080 250,027 176,918 CHF 61,473 CHF 99.51% 99.51%
11/07/2024 4.84% 0.21 CHF 0.22 CHF 900,000 300,000 897,973 299,324 181,338 CHF 63,439 CHF 98.27% 98.27%
10/07/2024 4.42% 0.22 CHF 0.23 CHF 900,000 300,000 883,284 294,428 195,421 CHF 68,085 CHF 96.15% 96.15%
09/07/2024 4.53% 0.21 CHF 0.22 CHF 900,000 300,000 900,000 300,000 194,435 CHF 67,812 CHF 96.99% 96.99%
08/07/2024 4.02% 0.23 CHF 0.24 CHF 750,000 250,000 762,624 254,208 186,154 CHF 64,593 CHF 93.56% 93.56%
05/07/2024 4.18% 0.26 CHF 0.27 CHF 750,000 250,000 803,730 267,910 188,444 CHF 65,494 CHF 96.08% 96.08%
04/07/2024 4.24% 0.24 CHF 0.25 CHF 750,000 250,000 842,088 280,696 194,294 CHF 67,572 CHF 99.57% 99.57%
03/07/2024 4.02% 0.22 CHF 0.23 CHF 900,000 300,000 772,492 257,497 188,133 CHF 65,286 CHF 98.91% 98.91%
02/07/2024 3.49% 0.24 CHF 0.25 CHF 750,000 250,000 750,000 250,000 211,779 CHF 73,093 CHF 99.56% 99.56%

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