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 1.50% 0.66 CHF 0.67 CHF 600,000 200,000 600,000 200,000 398,167 CHF 134,722 CHF 95.47% 95.47%
12/07/2024 1.40% 0.69 CHF 0.70 CHF 600,000 200,000 497,831 165,944 351,399 CHF 118,792 CHF 99.42% 99.42%
11/07/2024 1.28% 0.75 CHF 0.76 CHF 450,000 150,000 450,000 150,000 349,768 CHF 118,089 CHF 98.22% 98.22%
10/07/2024 1.34% 0.75 CHF 0.76 CHF 450,000 150,000 450,000 150,000 334,357 CHF 112,952 CHF 96.15% 96.15%
09/07/2024 1.32% 0.77 CHF 0.78 CHF 450,000 150,000 450,000 150,000 339,004 CHF 114,501 CHF 96.98% 96.98%
08/07/2024 1.42% 0.73 CHF 0.74 CHF 450,000 150,000 450,906 150,302 314,737 CHF 106,415 CHF 93.56% 93.56%
05/07/2024 1.37% 0.69 CHF 0.70 CHF 450,000 150,000 455,338 151,779 331,125 CHF 111,893 CHF 96.06% 96.06%
04/07/2024 1.34% 0.73 CHF 0.74 CHF 450,000 150,000 450,000 150,000 332,679 CHF 112,393 CHF 99.58% 99.58%
03/07/2024 1.38% 0.76 CHF 0.77 CHF 450,000 150,000 450,000 150,000 324,078 CHF 109,526 CHF 98.90% 98.90%
02/07/2024 1.48% 0.73 CHF 0.74 CHF 450,000 150,000 569,725 189,908 381,101 CHF 128,933 CHF 99.56% 99.56%

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