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 3.81% 0.26 CHF 0.27 CHF 200,000 200,000 200,778 200,778 51,658 CHF 53,666 CHF 100.00% 100.00%
12/07/2024 3.78% 0.27 CHF 0.28 CHF 200,000 200,000 200,116 200,116 51,936 CHF 53,937 CHF 99.67% 99.67%
11/07/2024 3.99% 0.24 CHF 0.25 CHF 225,000 225,000 210,444 210,444 51,644 CHF 53,748 CHF 98.30% 98.30%
10/07/2024 4.32% 0.23 CHF 0.24 CHF 225,000 225,000 230,583 230,583 52,236 CHF 54,541 CHF 96.07% 96.07%
09/07/2024 4.51% 0.21 CHF 0.22 CHF 250,000 250,000 242,919 242,919 52,638 CHF 55,067 CHF 99.64% 99.64%
08/07/2024 3.46% 0.25 CHF 0.26 CHF 200,000 200,000 188,527 188,527 53,538 CHF 55,423 CHF 99.84% 99.84%
05/07/2024 3.44% 0.28 CHF 0.29 CHF 200,000 200,000 185,157 185,157 52,868 CHF 54,719 CHF 100.00% 100.00%
04/07/2024 3.36% 0.29 CHF 0.30 CHF 200,000 200,000 180,878 180,878 52,941 CHF 54,750 CHF 100.00% 100.00%
03/07/2024 3.96% 0.24 CHF 0.25 CHF 225,000 225,000 209,994 209,994 52,016 CHF 54,116 CHF 99.25% 99.25%
02/07/2024 4.78% 0.20 CHF 0.21 CHF 250,000 250,000 251,307 251,307 51,337 CHF 53,850 CHF 99.66% 99.66%

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