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 2.28% 0.44 CHF 0.45 CHF 120,000 120,000 66,147 66,147 29,408 CHF 30,071 CHF 100.00% 100.00%
12/07/2024 2.08% 0.46 CHF 0.47 CHF 120,000 120,000 66,493 66,493 32,211 CHF 32,878 CHF 99.94% 99.94%
11/07/2024 2.09% 0.48 CHF 0.49 CHF 120,000 120,000 65,633 65,633 32,364 CHF 33,027 CHF 99.43% 99.43%
10/07/2024 1.93% 0.51 CHF 0.52 CHF 130,000 130,000 70,611 70,611 36,810 CHF 37,518 CHF 99.84% 99.84%
09/07/2024 1.85% 0.55 CHF 0.56 CHF 130,000 130,000 71,719 71,719 39,236 CHF 39,955 CHF 99.65% 99.65%
08/07/2024 1.85% 0.56 CHF 0.57 CHF 130,000 130,000 71,529 71,529 39,381 CHF 40,099 CHF 100.00% 100.00%
05/07/2024 1.89% 0.52 CHF 0.53 CHF 130,000 130,000 71,459 71,459 38,135 CHF 38,851 CHF 99.53% 99.53%
04/07/2024 1.79% 0.55 CHF 0.56 CHF 65,000 65,000 58,017 58,017 32,079 CHF 32,660 CHF 98.93% 98.93%
03/07/2024 1.71% 0.55 CHF 0.56 CHF 130,000 130,000 70,306 70,306 41,231 CHF 41,935 CHF 98.22% 98.22%
02/07/2024 1.63% 0.63 CHF 0.64 CHF 130,000 130,000 71,271 71,271 44,420 CHF 45,134 CHF 100.00% 100.00%

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