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 3.76% 0.26 CHF 0.27 CHF 100,000 100,000 100,000 100,000 26,077 CHF 27,077 CHF 87.50% 87.50%
12/07/2024 4.05% 0.24 CHF 0.25 CHF 100,000 100,000 100,000 100,000 24,174 CHF 25,174 CHF 87.28% 87.28%
11/07/2024 3.99% 0.25 CHF 0.26 CHF 100,000 100,000 100,000 100,000 24,598 CHF 25,598 CHF 87.50% 87.50%
10/07/2024 3.81% 0.24 CHF 0.25 CHF 100,000 100,000 100,000 100,000 25,792 CHF 26,792 CHF 82.20% 82.20%
09/07/2024 4.39% 0.23 CHF 0.24 CHF 100,000 100,000 100,000 100,000 22,271 CHF 23,271 CHF 87.17% 87.17%
08/07/2024 4.48% 0.21 CHF 0.22 CHF 100,000 100,000 100,000 100,000 21,854 CHF 22,854 CHF 87.50% 87.50%
05/07/2024 4.46% 0.22 CHF 0.23 CHF 100,000 100,000 100,000 100,000 21,954 CHF 22,954 CHF 87.50% 87.50%
04/07/2024 4.56% 0.22 CHF 0.23 CHF 100,000 100,000 100,000 100,000 21,428 CHF 22,428 CHF 87.50% 87.50%
03/07/2024 4.25% 0.22 CHF 0.23 CHF 100,000 100,000 100,000 100,000 23,066 CHF 24,066 CHF 86.83% 86.83%
02/07/2024 4.00% 0.24 CHF 0.25 CHF 100,000 100,000 100,000 100,000 24,543 CHF 25,543 CHF 99.62% 99.62%

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