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 4.58% 0.17 CHF 0.18 CHF 300,000 100,000 300,000 100,000 64,351 CHF 22,450 CHF 99.30% 99.30%
12/07/2024 4.47% 0.21 CHF 0.22 CHF 300,000 100,000 300,000 100,000 65,602 CHF 22,867 CHF 98.56% 98.56%
11/07/2024 3.54% 0.24 CHF 0.25 CHF 300,000 100,000 300,000 100,000 83,427 CHF 28,809 CHF 92.38% 92.38%
10/07/2024 3.05% 0.30 CHF 0.31 CHF 300,000 100,000 300,000 100,000 97,107 CHF 33,369 CHF 98.56% 98.56%
09/07/2024 2.92% 0.36 CHF 0.37 CHF 300,000 100,000 300,000 100,000 101,310 CHF 34,770 CHF 99.19% 99.19%
08/07/2024 3.27% 0.34 CHF 0.35 CHF 300,000 100,000 300,000 100,000 90,449 CHF 31,150 CHF 99.29% 99.29%
05/07/2024 2.54% 0.38 CHF 0.39 CHF 300,000 100,000 300,000 100,000 116,538 CHF 39,846 CHF 99.27% 99.27%
04/07/2024 2.58% 0.39 CHF 0.40 CHF 300,000 100,000 300,000 100,000 114,880 CHF 39,293 CHF 99.31% 99.31%
03/07/2024 3.17% 0.37 CHF 0.38 CHF 300,000 100,000 300,000 100,000 93,456 CHF 32,152 CHF 98.97% 98.97%
02/07/2024 3.26% 0.31 CHF 0.32 CHF 300,000 100,000 300,000 100,000 90,599 CHF 31,200 CHF 99.15% 99.15%

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