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 2.43% 0.38 CHF 0.39 CHF 140,000 50,000 128,383 50,000 52,127 CHF 20,816 CHF 99.76% 99.76%
12/07/2024 2.40% 0.40 CHF 0.41 CHF 130,000 50,000 126,414 49,990 52,157 CHF 21,136 CHF 97.74% 97.74%
11/07/2024 3.23% 0.39 CHF 0.40 CHF 130,000 50,000 116,397 47,574 48,240 CHF 20,240 CHF 96.83% 96.83%
10/07/2024 2.37% 0.42 CHF 0.43 CHF 120,000 50,000 123,889 50,000 51,666 CHF 21,364 CHF 100.00% 100.00%
09/07/2024 2.42% 0.44 CHF 0.45 CHF 120,000 50,000 127,645 50,000 52,076 CHF 20,913 CHF 100.00% 100.00%
08/07/2024 2.55% 0.40 CHF 0.41 CHF 130,000 50,000 134,579 50,000 52,080 CHF 19,861 CHF 100.00% 100.00%
05/07/2024 2.61% 0.35 CHF 0.36 CHF 150,000 50,000 135,259 49,985 51,204 CHF 19,460 CHF 91.78% 91.78%
04/07/2024 2.57% 0.39 CHF 0.40 CHF 130,000 50,000 135,713 50,000 52,206 CHF 19,744 CHF 99.05% 99.05%
03/07/2024 2.44% 0.40 CHF 0.41 CHF 130,000 50,000 128,535 50,000 52,087 CHF 20,770 CHF 98.07% 98.07%
02/07/2024 2.32% 0.40 CHF 0.41 CHF 130,000 50,000 122,157 50,000 52,065 CHF 21,831 CHF 100.00% 100.00%

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