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 1.80% 0.58 CHF 0.59 CHF 250,000 100,000 250,000 100,000 137,606 CHF 56,042 CHF 99.17% 99.17%
12/07/2024 1.65% 0.58 CHF 0.59 CHF 250,000 100,000 250,000 100,000 150,533 CHF 61,213 CHF 99.17% 99.17%
11/07/2024 1.98% 0.50 CHF 0.51 CHF 250,000 100,000 250,000 100,000 125,328 CHF 51,131 CHF 99.16% 99.16%
10/07/2024 1.82% 0.52 CHF 0.53 CHF 250,000 100,000 250,000 100,000 136,272 CHF 55,509 CHF 99.17% 99.17%
09/07/2024 1.85% 0.60 CHF 0.61 CHF 250,000 100,000 250,000 100,000 134,310 CHF 54,724 CHF 99.17% 99.17%
08/07/2024 1.79% 0.61 CHF 0.62 CHF 250,000 100,000 250,000 100,000 138,925 CHF 56,570 CHF 99.16% 99.16%
05/07/2024 2.55% 0.41 CHF 0.42 CHF 250,000 100,000 250,000 100,000 97,183 CHF 39,873 CHF 99.16% 99.16%
04/07/2024 3.37% 0.29 CHF 0.30 CHF 250,000 100,000 250,000 100,000 73,191 CHF 30,277 CHF 99.17% 99.17%
03/07/2024 3.22% 0.29 CHF 0.30 CHF 250,000 100,000 250,000 100,000 77,440 CHF 31,976 CHF 99.17% 99.17%
02/07/2024 2.39% 0.41 CHF 0.42 CHF 250,000 100,000 250,000 100,000 103,290 CHF 42,316 CHF 99.16% 99.16%

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