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 6.45% 0.16 CHF 0.17 CHF 325,000 325,000 348,178 348,179 52,261 CHF 55,743 CHF 99.38% 99.38%
24/07/2024 6.04% 0.16 CHF 0.17 CHF 325,000 325,000 323,023 323,023 51,895 CHF 55,126 CHF 99.39% 99.39%
23/07/2024 5.38% 0.18 CHF 0.19 CHF 300,000 300,000 297,168 297,168 53,729 CHF 56,701 CHF 99.38% 99.38%
22/07/2024 5.17% 0.19 CHF 0.20 CHF 275,000 275,000 279,144 279,144 52,570 CHF 55,362 CHF 99.38% 99.38%
19/07/2024 5.53% 0.17 CHF 0.18 CHF 300,000 300,000 300,000 300,000 52,786 CHF 55,786 CHF 98.99% 98.99%
18/07/2024 5.41% 0.18 CHF 0.19 CHF 300,000 300,000 300,000 300,000 54,000 CHF 57,000 CHF 97.12% 97.12%
17/07/2024 5.32% 0.18 CHF 0.19 CHF 300,000 300,000 292,319 292,319 53,509 CHF 56,433 CHF 98.82% 98.82%
16/07/2024 5.05% 0.19 CHF 0.20 CHF 275,000 275,000 266,301 266,301 51,328 CHF 53,991 CHF 99.38% 99.38%
15/07/2024 4.76% 0.20 CHF 0.21 CHF 250,000 250,000 250,270 250,270 51,404 CHF 53,907 CHF 99.38% 99.38%
12/07/2024 4.63% 0.22 CHF 0.23 CHF 250,000 250,000 250,000 250,000 52,735 CHF 55,235 CHF 99.04% 99.04%

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