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 2.78% 0.35 CHF 0.36 CHF 150,000 100,000 144,760 100,000 51,379 CHF 36,510 CHF 99.75% 99.75%
12/07/2024 2.83% 0.36 CHF 0.37 CHF 140,000 100,000 146,968 99,965 51,358 CHF 35,955 CHF 98.93% 98.93%
11/07/2024 3.14% 0.37 CHF 0.38 CHF 140,000 100,000 152,242 99,062 51,248 CHF 34,519 CHF 97.02% 97.02%
10/07/2024 3.02% 0.31 CHF 0.32 CHF 170,000 100,000 160,255 100,000 52,302 CHF 33,664 CHF 99.99% 99.99%
09/07/2024 3.00% 0.33 CHF 0.34 CHF 160,000 100,000 159,443 100,000 52,425 CHF 33,884 CHF 100.00% 100.00%
08/07/2024 2.80% 0.34 CHF 0.35 CHF 150,000 100,000 147,064 100,000 51,767 CHF 36,216 CHF 100.00% 100.00%
05/07/2024 2.97% 0.33 CHF 0.34 CHF 160,000 100,000 157,469 99,972 52,290 CHF 34,210 CHF 98.88% 98.88%
04/07/2024 3.15% 0.32 CHF 0.33 CHF 160,000 100,000 165,434 100,000 51,698 CHF 32,278 CHF 99.16% 99.16%
03/07/2024 3.36% 0.31 CHF 0.32 CHF 170,000 100,000 176,227 100,000 51,581 CHF 30,316 CHF 99.41% 99.41%
02/07/2024 3.50% 0.29 CHF 0.30 CHF 180,000 100,000 180,390 100,000 50,620 CHF 29,064 CHF 99.99% 99.99%

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