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 2.60% 0.38 CHF 0.39 CHF 300,000 100,000 300,000 100,000 114,280 CHF 39,093 CHF 99.11% 99.11%
12/07/2024 2.69% 0.36 CHF 0.37 CHF 300,000 100,000 300,000 100,000 110,134 CHF 37,711 CHF 99.27% 99.27%
11/07/2024 2.41% 0.40 CHF 0.41 CHF 300,000 100,000 300,000 100,000 122,902 CHF 41,967 CHF 98.67% 98.67%
10/07/2024 2.32% 0.43 CHF 0.44 CHF 300,000 100,000 300,000 100,000 127,861 CHF 43,621 CHF 99.20% 99.20%
09/07/2024 2.14% 0.50 CHF 0.51 CHF 300,000 100,000 300,000 100,000 138,868 CHF 47,289 CHF 99.23% 99.23%
08/07/2024 2.63% 0.42 CHF 0.43 CHF 300,000 100,000 300,000 100,000 113,046 CHF 38,682 CHF 99.24% 99.24%
05/07/2024 2.57% 0.43 CHF 0.44 CHF 300,000 100,000 300,000 100,000 115,858 CHF 39,619 CHF 99.23% 99.23%
04/07/2024 2.74% 0.38 CHF 0.39 CHF 300,000 100,000 300,000 100,000 108,496 CHF 37,165 CHF 99.01% 99.01%
03/07/2024 2.06% 0.46 CHF 0.47 CHF 300,000 100,000 300,000 100,000 144,749 CHF 49,250 CHF 98.84% 98.84%
02/07/2024 1.60% 0.57 CHF 0.59 CHF 300,000 100,000 300,000 100,000 186,905 CHF 63,302 CHF 99.24% 99.24%

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