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
25/07/2024 6.47% 0.17 CHF 0.18 CHF 325,000 325,000 349,316 349,316 52,267 CHF 55,760 CHF 99.38% 99.38%
24/07/2024 6.01% 0.17 CHF 0.18 CHF 300,000 300,000 321,594 321,595 51,877 CHF 55,093 CHF 99.38% 99.38%
23/07/2024 5.16% 0.18 CHF 0.19 CHF 300,000 300,000 276,677 276,676 52,195 CHF 54,962 CHF 99.39% 99.39%
22/07/2024 4.81% 0.20 CHF 0.21 CHF 250,000 250,000 253,076 253,076 51,370 CHF 53,900 CHF 99.38% 99.38%
19/07/2024 5.48% 0.18 CHF 0.19 CHF 300,000 300,000 300,000 300,000 53,292 CHF 56,292 CHF 98.98% 98.98%
18/07/2024 5.25% 0.18 CHF 0.19 CHF 300,000 300,000 286,323 286,323 53,053 CHF 55,916 CHF 97.13% 97.13%
17/07/2024 5.05% 0.19 CHF 0.20 CHF 275,000 275,000 266,768 266,768 51,480 CHF 54,148 CHF 98.81% 98.81%
16/07/2024 4.66% 0.21 CHF 0.22 CHF 250,000 250,000 250,528 250,528 52,575 CHF 55,080 CHF 99.38% 99.38%
15/07/2024 4.31% 0.22 CHF 0.23 CHF 250,000 250,000 238,570 238,570 54,174 CHF 56,560 CHF 99.38% 99.38%
12/07/2024 4.16% 0.25 CHF 0.26 CHF 225,000 225,000 223,925 223,925 52,787 CHF 55,026 CHF 99.04% 99.04%

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