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 4.71% 0.24 CHF 0.25 CHF 300,000 100,000 300,000 100,000 62,540 CHF 21,847 CHF 92.12% 92.12%
12/07/2024 5.02% 0.18 CHF 0.19 CHF 300,000 100,000 300,000 100,000 58,375 CHF 20,458 CHF 93.98% 93.98%
11/07/2024 4.47% 0.21 CHF 0.22 CHF 300,000 100,000 300,000 100,000 65,776 CHF 22,925 CHF 93.66% 93.66%
10/07/2024 4.48% 0.22 CHF 0.23 CHF 300,000 100,000 300,000 100,000 65,560 CHF 22,853 CHF 87.73% 87.73%
09/07/2024 4.05% 0.24 CHF 0.25 CHF 300,000 100,000 300,000 100,000 72,691 CHF 25,230 CHF 93.78% 93.78%
08/07/2024 4.74% 0.21 CHF 0.22 CHF 300,000 100,000 300,000 100,000 61,938 CHF 21,646 CHF 89.68% 89.68%
05/07/2024 4.92% 0.22 CHF 0.23 CHF 300,000 100,000 300,000 100,000 60,002 CHF 21,001 CHF 98.70% 98.70%
04/07/2024 3.80% 0.25 CHF 0.26 CHF 300,000 100,000 300,000 100,000 77,497 CHF 26,832 CHF 86.02% 86.02%
03/07/2024 3.61% 0.27 CHF 0.28 CHF 300,000 100,000 300,000 100,000 81,668 CHF 28,223 CHF 94.47% 94.47%
02/07/2024 3.29% 0.29 CHF 0.30 CHF 300,000 100,000 300,000 100,000 89,734 CHF 30,911 CHF 95.02% 95.02%

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