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 3.11% 0.41 CHF 0.42 CHF 130,000 50,000 74,814 37,025 30,764 CHF 15,818 CHF 93.87% 93.87%
12/07/2024 2.57% 0.41 CHF 0.42 CHF 130,000 50,000 136,501 50,000 52,440 CHF 19,720 CHF 81.73% 81.73%
11/07/2024 2.52% 0.40 CHF 0.41 CHF 130,000 50,000 130,837 50,000 51,268 CHF 20,096 CHF 83.80% 83.80%
10/07/2024 2.24% 0.39 CHF 0.40 CHF 130,000 50,000 118,944 50,000 52,604 CHF 22,657 CHF 98.55% 98.55%
09/07/2024 2.08% 0.49 CHF 0.50 CHF 110,000 50,000 109,869 50,000 52,337 CHF 24,324 CHF 100.00% 100.00%
08/07/2024 2.14% 0.47 CHF 0.48 CHF 110,000 50,000 112,103 50,000 51,779 CHF 23,607 CHF 100.00% 100.00%
05/07/2024 2.06% 0.48 CHF 0.49 CHF 110,000 50,000 108,153 50,000 52,023 CHF 24,569 CHF 98.87% 98.87%
04/07/2024 3.11% 0.52 CHF 0.53 CHF 100,000 50,000 30,571 26,857 15,574 CHF 14,055 CHF 100.00% 100.00%
03/07/2024 3.22% 0.50 CHF 0.52 CHF 25,000 25,000 25,000 25,000 12,760 CHF 13,177 CHF 99.73% 99.73%
02/07/2024 3.24% 0.49 CHF 0.50 CHF 25,000 25,000 25,000 25,000 12,736 CHF 13,155 CHF 97.61% 97.61%

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