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 3.18% 0.31 CHF 0.32 CHF 300,000 100,000 300,000 100,000 92,825 CHF 31,942 CHF 99.16% 99.16%
12/07/2024 3.14% 0.31 CHF 0.32 CHF 300,000 100,000 300,000 100,000 93,934 CHF 32,311 CHF 99.17% 99.17%
11/07/2024 3.24% 0.32 CHF 0.33 CHF 300,000 100,000 300,000 100,000 91,113 CHF 31,371 CHF 99.16% 99.16%
10/07/2024 3.37% 0.30 CHF 0.31 CHF 300,000 100,000 300,000 100,000 87,668 CHF 30,223 CHF 99.16% 99.16%
09/07/2024 4.20% 0.24 CHF 0.25 CHF 300,000 100,000 300,000 100,000 69,913 CHF 24,304 CHF 99.17% 99.17%
08/07/2024 4.32% 0.22 CHF 0.23 CHF 300,000 100,000 300,000 100,000 67,966 CHF 23,655 CHF 99.16% 99.16%
05/07/2024 4.22% 0.23 CHF 0.24 CHF 300,000 100,000 300,000 100,000 69,543 CHF 24,181 CHF 99.15% 99.15%
04/07/2024 4.26% 0.23 CHF 0.24 CHF 300,000 100,000 300,000 100,000 69,000 CHF 24,000 CHF 99.17% 99.17%
03/07/2024 4.47% 0.22 CHF 0.23 CHF 300,000 100,000 300,000 100,000 65,575 CHF 22,858 CHF 99.15% 99.15%
02/07/2024 4.67% 0.22 CHF 0.23 CHF 300,000 100,000 433,350 144,450 90,545 CHF 31,626 CHF 99.17% 99.17%

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