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 3.21% 0.30 CHF 0.31 CHF 175,000 175,000 175,000 175,000 53,696 CHF 55,446 CHF 100.00% 100.00%
12/07/2024 3.35% 0.33 CHF 0.34 CHF 175,000 175,000 178,226 178,226 52,432 CHF 54,214 CHF 99.69% 99.69%
11/07/2024 3.67% 0.28 CHF 0.29 CHF 200,000 200,000 200,000 200,000 53,510 CHF 55,510 CHF 99.43% 99.43%
10/07/2024 3.88% 0.26 CHF 0.27 CHF 200,000 200,000 201,029 201,029 50,852 CHF 52,862 CHF 96.08% 96.08%
09/07/2024 3.84% 0.24 CHF 0.25 CHF 225,000 225,000 205,377 205,377 52,447 CHF 54,501 CHF 99.67% 99.67%
08/07/2024 3.43% 0.28 CHF 0.29 CHF 200,000 200,000 184,866 184,866 52,989 CHF 54,838 CHF 99.84% 99.84%
05/07/2024 3.31% 0.28 CHF 0.29 CHF 200,000 200,000 179,011 179,011 53,211 CHF 55,001 CHF 100.00% 100.00%
04/07/2024 3.32% 0.30 CHF 0.31 CHF 175,000 175,000 175,000 175,000 51,779 CHF 53,529 CHF 100.00% 100.00%
03/07/2024 3.47% 0.29 CHF 0.30 CHF 175,000 175,000 186,479 186,479 52,709 CHF 54,573 CHF 99.23% 99.23%
02/07/2024 4.04% 0.25 CHF 0.26 CHF 200,000 200,000 215,348 215,348 52,217 CHF 54,370 CHF 99.66% 99.66%

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