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 3.84% 0.27 CHF 0.28 CHF 300,000 100,000 300,000 100,000 76,751 CHF 26,584 CHF 94.93% 94.93%
12/07/2024 3.75% 0.27 CHF 0.28 CHF 300,000 100,000 300,000 100,000 78,577 CHF 27,192 CHF 99.17% 99.17%
11/07/2024 3.65% 0.27 CHF 0.28 CHF 300,000 100,000 300,000 100,000 80,746 CHF 27,915 CHF 98.12% 98.12%
10/07/2024 3.10% 0.30 CHF 0.31 CHF 300,000 100,000 300,000 100,000 95,204 CHF 32,735 CHF 99.24% 99.24%
09/07/2024 2.92% 0.33 CHF 0.34 CHF 300,000 100,000 300,000 100,000 101,362 CHF 34,787 CHF 99.24% 99.24%
08/07/2024 3.05% 0.33 CHF 0.34 CHF 300,000 100,000 300,000 100,000 96,730 CHF 33,243 CHF 98.69% 98.69%
05/07/2024 2.90% 0.35 CHF 0.36 CHF 300,000 100,000 300,000 100,000 102,109 CHF 35,036 CHF 98.73% 98.73%
04/07/2024 2.92% 0.33 CHF 0.34 CHF 300,000 100,000 300,000 100,000 101,365 CHF 34,788 CHF 99.23% 99.23%
03/07/2024 2.95% 0.35 CHF 0.36 CHF 300,000 100,000 300,000 100,000 100,218 CHF 34,406 CHF 99.23% 99.23%
02/07/2024 2.97% 0.33 CHF 0.34 CHF 300,000 100,000 300,000 100,000 99,373 CHF 34,124 CHF 99.23% 99.23%

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