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 4.11% 0.24 CHF 0.25 CHF 225,000 225,000 223,282 223,282 53,194 CHF 55,426 CHF 100.00% 100.00%
12/07/2024 4.02% 0.25 CHF 0.26 CHF 200,000 200,000 212,578 212,578 51,788 CHF 53,914 CHF 99.66% 99.66%
11/07/2024 4.23% 0.23 CHF 0.24 CHF 225,000 225,000 226,517 226,517 52,479 CHF 54,744 CHF 99.18% 99.18%
10/07/2024 4.49% 0.22 CHF 0.23 CHF 250,000 250,000 249,491 249,491 54,381 CHF 56,876 CHF 96.08% 96.08%
09/07/2024 4.69% 0.20 CHF 0.21 CHF 250,000 250,000 249,945 249,945 52,150 CHF 54,649 CHF 99.64% 99.64%
08/07/2024 3.80% 0.23 CHF 0.24 CHF 225,000 225,000 204,387 204,387 52,795 CHF 54,839 CHF 99.84% 99.84%
05/07/2024 3.78% 0.26 CHF 0.27 CHF 200,000 200,000 200,000 200,000 51,878 CHF 53,878 CHF 100.00% 100.00%
04/07/2024 3.71% 0.26 CHF 0.27 CHF 200,000 200,000 200,303 200,303 53,047 CHF 55,050 CHF 100.00% 100.00%
03/07/2024 4.24% 0.23 CHF 0.24 CHF 250,000 250,000 230,260 230,260 53,205 CHF 55,507 CHF 99.23% 99.23%
02/07/2024 4.94% 0.19 CHF 0.20 CHF 250,000 250,000 255,193 255,193 50,393 CHF 52,944 CHF 99.66% 99.66%

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