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 1.76% 0.58 CHF 0.59 CHF 450,000 150,000 450,000 150,000 253,902 CHF 86,134 CHF 98.29% 98.29%
12/07/2024 2.09% 0.46 CHF 0.47 CHF 450,000 150,000 450,000 150,000 213,057 CHF 72,519 CHF 95.43% 95.43%
11/07/2024 1.91% 0.47 CHF 0.48 CHF 450,000 150,000 450,000 150,000 233,579 CHF 79,360 CHF 98.56% 98.56%
10/07/2024 1.77% 0.55 CHF 0.56 CHF 450,000 150,000 450,000 150,000 251,580 CHF 85,360 CHF 98.45% 98.45%
09/07/2024 1.79% 0.59 CHF 0.60 CHF 450,000 150,000 450,000 150,000 249,792 CHF 84,764 CHF 98.66% 98.66%
08/07/2024 1.84% 0.55 CHF 0.56 CHF 450,000 150,000 450,000 150,000 242,371 CHF 82,290 CHF 96.52% 96.52%
05/07/2024 1.89% 0.51 CHF 0.52 CHF 450,000 150,000 450,000 150,000 235,590 CHF 80,030 CHF 95.65% 95.65%
04/07/2024 1.72% 0.57 CHF 0.58 CHF 450,000 150,000 450,000 150,000 259,032 CHF 87,844 CHF 95.24% 95.24%
03/07/2024 1.56% 0.59 CHF 0.60 CHF 450,000 150,000 450,000 150,000 285,829 CHF 96,777 CHF 98.23% 98.23%
02/07/2024 1.59% 0.63 CHF 0.64 CHF 450,000 150,000 450,000 150,000 280,854 CHF 95,118 CHF 98.18% 98.18%

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