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 2.91% 0.34 CHF 0.35 CHF 225,000 75,000 247,510 82,503 83,737 CHF 28,738 CHF 99.16% 99.16%
12/07/2024 2.86% 0.34 CHF 0.35 CHF 225,000 75,000 225,000 75,000 77,504 CHF 26,585 CHF 99.17% 99.17%
11/07/2024 2.95% 0.35 CHF 0.36 CHF 225,000 75,000 275,237 91,746 91,634 CHF 31,462 CHF 99.16% 99.16%
10/07/2024 3.06% 0.32 CHF 0.33 CHF 300,000 100,000 300,000 100,000 96,581 CHF 33,194 CHF 99.17% 99.17%
09/07/2024 3.74% 0.27 CHF 0.28 CHF 300,000 100,000 300,000 100,000 78,680 CHF 27,227 CHF 99.17% 99.17%
08/07/2024 3.86% 0.25 CHF 0.26 CHF 300,000 100,000 300,000 100,000 76,266 CHF 26,422 CHF 99.16% 99.16%
05/07/2024 3.81% 0.26 CHF 0.27 CHF 300,000 100,000 300,000 100,000 77,355 CHF 26,785 CHF 99.15% 99.15%
04/07/2024 3.83% 0.25 CHF 0.26 CHF 300,000 100,000 300,000 100,000 76,758 CHF 26,586 CHF 99.17% 99.17%
03/07/2024 4.04% 0.24 CHF 0.25 CHF 300,000 100,000 300,000 100,000 72,741 CHF 25,247 CHF 99.15% 99.15%
02/07/2024 4.25% 0.24 CHF 0.25 CHF 300,000 100,000 300,000 100,000 69,084 CHF 24,028 CHF 99.17% 99.17%

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