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 2.59% 0.36 CHF 0.37 CHF 140,000 50,000 136,631 50,000 52,098 CHF 19,582 CHF 99.73% 99.73%
12/07/2024 2.56% 0.38 CHF 0.39 CHF 140,000 50,000 133,101 49,990 51,455 CHF 19,834 CHF 97.74% 97.74%
11/07/2024 3.40% 0.37 CHF 0.38 CHF 140,000 50,000 125,577 47,583 48,907 CHF 19,048 CHF 97.19% 97.19%
10/07/2024 2.53% 0.39 CHF 0.40 CHF 130,000 50,000 132,094 50,000 51,524 CHF 20,011 CHF 100.00% 100.00%
09/07/2024 2.55% 0.42 CHF 0.43 CHF 120,000 50,000 135,064 50,000 52,205 CHF 19,843 CHF 100.00% 100.00%
08/07/2024 2.72% 0.37 CHF 0.38 CHF 140,000 50,000 140,991 50,000 51,085 CHF 18,621 CHF 100.00% 100.00%
05/07/2024 2.78% 0.33 CHF 0.34 CHF 160,000 50,000 144,469 49,983 51,426 CHF 18,330 CHF 91.78% 91.78%
04/07/2024 2.76% 0.37 CHF 0.38 CHF 140,000 50,000 143,869 50,000 51,464 CHF 18,396 CHF 70.48% 70.48%
03/07/2024 2.60% 0.38 CHF 0.39 CHF 140,000 50,000 136,575 50,000 51,876 CHF 19,505 CHF 98.07% 98.07%
02/07/2024 2.47% 0.37 CHF 0.38 CHF 140,000 50,000 129,855 50,000 51,924 CHF 20,524 CHF 100.00% 100.00%

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