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 2.06% 0.48 CHF 0.49 CHF 270,000 270,000 270,000 270,000 130,030 CHF 132,730 CHF 100.00% 100.00%
12/07/2024 2.50% 0.42 CHF 0.43 CHF 280,000 280,000 280,000 280,000 110,732 CHF 113,532 CHF 100.00% 100.00%
11/07/2024 2.16% 0.43 CHF 0.44 CHF 280,000 280,000 280,000 280,000 128,600 CHF 131,400 CHF 71.59% 71.59%
10/07/2024 1.91% 0.47 CHF 0.48 CHF 280,000 280,000 280,000 280,000 145,444 CHF 148,244 CHF 99.93% 99.93%
09/07/2024 2.22% 0.43 CHF 0.44 CHF 300,000 300,000 299,269 299,269 134,270 CHF 137,270 CHF 100.00% 100.00%
08/07/2024 2.48% 0.38 CHF 0.39 CHF 320,000 320,000 319,417 319,417 127,931 CHF 131,131 CHF 100.00% 100.00%
05/07/2024 3.32% 0.27 CHF 0.28 CHF 350,000 350,000 350,000 350,000 103,904 CHF 107,404 CHF 100.00% 100.00%
04/07/2024 2.92% 0.30 CHF 0.31 CHF 350,000 350,000 350,000 350,000 118,453 CHF 121,953 CHF 100.00% 100.00%
03/07/2024 2.55% 0.39 CHF 0.40 CHF 330,000 330,000 330,000 330,000 127,752 CHF 131,052 CHF 100.00% 100.00%
02/07/2024 2.77% 0.38 CHF 0.39 CHF 350,000 350,000 350,000 350,000 124,844 CHF 128,344 CHF 100.00% 100.00%

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