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 4.30% 0.21 CHF 0.22 CHF 250,000 250,000 230,446 230,446 52,479 CHF 54,783 CHF 100.00% 100.00%
12/07/2024 4.07% 0.27 CHF 0.28 CHF 200,000 200,000 220,252 220,252 52,988 CHF 55,190 CHF 99.68% 99.68%
11/07/2024 4.73% 0.22 CHF 0.23 CHF 250,000 250,000 250,706 250,706 51,735 CHF 54,242 CHF 98.30% 98.30%
10/07/2024 5.36% 0.19 CHF 0.20 CHF 300,000 300,000 292,424 292,424 53,138 CHF 56,062 CHF 96.09% 96.09%
09/07/2024 5.10% 0.17 CHF 0.18 CHF 300,000 300,000 269,411 269,411 51,474 CHF 54,168 CHF 99.66% 99.66%
08/07/2024 4.58% 0.19 CHF 0.20 CHF 250,000 250,000 247,123 247,123 52,713 CHF 55,184 CHF 99.84% 99.84%
05/07/2024 4.30% 0.21 CHF 0.22 CHF 250,000 250,000 231,213 231,213 52,586 CHF 54,898 CHF 100.00% 100.00%
04/07/2024 4.35% 0.23 CHF 0.24 CHF 250,000 250,000 239,207 239,207 53,727 CHF 56,119 CHF 100.00% 100.00%
03/07/2024 4.24% 0.23 CHF 0.24 CHF 225,000 225,000 229,132 229,132 52,871 CHF 55,162 CHF 99.23% 99.23%
02/07/2024 4.69% 0.21 CHF 0.22 CHF 250,000 250,000 249,716 249,716 52,051 CHF 54,549 CHF 99.66% 99.66%

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