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 5.70% 0.19 CHF 0.20 CHF 300,000 300,000 303,227 303,227 51,761 CHF 54,793 CHF 99.38% 99.38%
24/07/2024 5.34% 0.19 CHF 0.20 CHF 275,000 275,000 293,926 293,926 53,520 CHF 56,459 CHF 99.38% 99.38%
23/07/2024 4.75% 0.20 CHF 0.21 CHF 250,000 250,000 250,000 250,000 51,446 CHF 53,946 CHF 99.38% 99.38%
22/07/2024 4.54% 0.21 CHF 0.22 CHF 250,000 250,000 248,944 248,944 53,670 CHF 56,160 CHF 99.38% 99.38%
19/07/2024 4.96% 0.20 CHF 0.21 CHF 250,000 250,000 257,577 257,578 50,629 CHF 53,205 CHF 99.02% 99.02%
18/07/2024 4.84% 0.20 CHF 0.21 CHF 250,000 250,000 250,000 250,000 50,384 CHF 52,884 CHF 97.12% 97.12%
17/07/2024 4.70% 0.20 CHF 0.21 CHF 250,000 250,000 250,000 250,000 51,948 CHF 54,448 CHF 98.80% 98.80%
16/07/2024 4.45% 0.22 CHF 0.23 CHF 250,000 250,000 244,432 244,432 53,745 CHF 56,190 CHF 99.38% 99.38%
15/07/2024 4.15% 0.23 CHF 0.24 CHF 225,000 225,000 222,072 222,072 52,385 CHF 54,605 CHF 99.39% 99.39%
12/07/2024 4.08% 0.25 CHF 0.26 CHF 200,000 200,000 220,672 220,672 53,004 CHF 55,211 CHF 99.05% 99.05%

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