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 3.10% 0.51 CHF 0.52 CHF 104,000 104,000 46,588 46,588 23,530 CHF 24,135 CHF 100.00% 100.00%
12/07/2024 3.35% 0.55 CHF 0.56 CHF 106,000 106,000 45,598 45,598 22,257 CHF 22,855 CHF 99.76% 99.83%
11/07/2024 3.49% 0.46 CHF 0.47 CHF 102,000 102,000 45,291 45,291 19,960 CHF 20,547 CHF 99.99% 99.99%
10/07/2024 3.59% 0.41 CHF 0.42 CHF 100,000 100,000 44,729 44,729 18,821 CHF 19,402 CHF 100.00% 100.00%
09/07/2024 3.09% 0.43 CHF 0.44 CHF 100,000 100,000 46,092 46,092 22,132 CHF 22,732 CHF 100.00% 100.00%
08/07/2024 2.90% 0.50 CHF 0.51 CHF 104,000 104,000 46,618 46,618 24,217 CHF 24,823 CHF 100.00% 100.00%
05/07/2024 2.98% 0.53 CHF 0.54 CHF 104,000 104,000 46,600 46,600 24,146 CHF 24,751 CHF 99.89% 99.89%
04/07/2024 2.98% 0.48 CHF 0.49 CHF 41,000 41,000 33,119 33,119 16,647 CHF 17,116 CHF 100.00% 100.00%
03/07/2024 3.01% 0.51 CHF 0.52 CHF 104,000 104,000 46,042 46,042 23,228 CHF 23,827 CHF 100.00% 100.00%
02/07/2024 2.69% 0.54 CHF 0.55 CHF 104,000 104,000 46,843 46,843 26,243 CHF 26,851 CHF 100.00% 100.00%

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