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 3.93% 0.25 CHF 0.26 CHF 430,000 430,000 428,227 428,227 106,869 CHF 111,151 CHF 99.90% 99.90%
12/07/2024 3.81% 0.26 CHF 0.27 CHF 430,000 430,000 428,217 428,217 110,265 CHF 114,547 CHF 99.47% 99.47%
11/07/2024 3.99% 0.24 CHF 0.25 CHF 430,000 430,000 427,880 427,880 105,454 CHF 109,736 CHF 99.24% 99.24%
10/07/2024 3.99% 0.25 CHF 0.26 CHF 430,000 430,000 428,249 428,249 105,349 CHF 109,631 CHF 99.93% 99.93%
09/07/2024 4.13% 0.23 CHF 0.24 CHF 440,000 440,000 432,067 432,067 102,449 CHF 106,770 CHF 99.66% 99.66%
08/07/2024 3.77% 0.25 CHF 0.26 CHF 430,000 430,000 428,212 428,212 111,508 CHF 115,790 CHF 99.20% 99.20%
05/07/2024 3.86% 0.25 CHF 0.26 CHF 430,000 430,000 429,335 429,335 109,079 CHF 113,373 CHF 99.26% 99.26%
04/07/2024 3.92% 0.25 CHF 0.26 CHF 430,000 430,000 428,153 428,153 107,002 CHF 111,284 CHF 95.99% 95.99%
03/07/2024 4.22% 0.24 CHF 0.25 CHF 430,000 430,000 434,436 434,436 100,922 CHF 105,267 CHF 86.44% 86.44%
02/07/2024 4.39% 0.23 CHF 0.24 CHF 440,000 440,000 438,145 438,145 97,768 CHF 102,150 CHF 98.04% 98.04%

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