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 3.16% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 187,266 CHF 64,422 CHF 99.23% 99.23%
24/07/2024 3.40% 0.31 CHF 0.32 CHF 600,000 200,000 600,000 200,000 173,681 CHF 59,894 CHF 99.24% 99.24%
23/07/2024 3.01% 0.30 CHF 0.31 CHF 600,000 200,000 600,000 200,000 196,162 CHF 67,387 CHF 99.22% 99.22%
22/07/2024 2.90% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 203,958 CHF 69,986 CHF 98.50% 98.50%
19/07/2024 2.42% 0.38 CHF 0.39 CHF 600,000 200,000 600,000 200,000 244,781 CHF 83,594 CHF 97.40% 97.40%
18/07/2024 2.49% 0.42 CHF 0.43 CHF 600,000 200,000 600,000 200,000 238,501 CHF 81,500 CHF 99.22% 99.22%
17/07/2024 2.76% 0.37 CHF 0.38 CHF 600,000 200,000 600,000 200,000 214,692 CHF 73,564 CHF 99.23% 99.23%
16/07/2024 3.02% 0.35 CHF 0.36 CHF 600,000 200,000 600,000 200,000 195,791 CHF 67,264 CHF 99.24% 99.24%
15/07/2024 3.17% 0.34 CHF 0.35 CHF 600,000 200,000 600,000 200,000 186,493 CHF 64,164 CHF 95.29% 95.29%
12/07/2024 3.31% 0.28 CHF 0.29 CHF 600,000 200,000 600,000 200,000 178,652 CHF 61,551 CHF 99.27% 99.27%

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