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 2.74% 0.36 CHF 0.37 CHF 100,000 100,000 100,000 100,000 35,974 CHF 36,974 CHF 100.00% 100.00%
12/07/2024 2.64% 0.37 CHF 0.38 CHF 100,000 100,000 100,000 100,000 37,358 CHF 38,358 CHF 99.77% 99.77%
11/07/2024 2.53% 0.39 CHF 0.40 CHF 100,000 100,000 100,000 100,000 39,074 CHF 40,074 CHF 100.00% 100.00%
10/07/2024 2.58% 0.39 CHF 0.40 CHF 100,000 100,000 100,000 100,000 38,278 CHF 39,278 CHF 94.71% 94.71%
09/07/2024 2.60% 0.38 CHF 0.39 CHF 100,000 100,000 100,000 100,000 37,980 CHF 38,980 CHF 99.66% 99.66%
08/07/2024 2.53% 0.38 CHF 0.39 CHF 100,000 100,000 100,000 100,000 39,030 CHF 40,030 CHF 100.00% 100.00%
05/07/2024 2.45% 0.40 CHF 0.41 CHF 100,000 100,000 100,000 100,000 40,239 CHF 41,239 CHF 100.00% 100.00%
04/07/2024 2.41% 0.41 CHF 0.42 CHF 100,000 100,000 100,000 100,000 40,925 CHF 41,925 CHF 100.00% 100.00%
03/07/2024 2.45% 0.42 CHF 0.43 CHF 100,000 100,000 100,000 100,000 40,288 CHF 41,288 CHF 99.33% 99.33%
02/07/2024 2.62% 0.38 CHF 0.39 CHF 100,000 100,000 100,000 100,000 37,712 CHF 38,712 CHF 99.62% 99.62%

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