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 3.02% 0.32 CHF 0.33 CHF 160,000 100,000 160,000 100,000 52,173 CHF 33,609 CHF 99.76% 99.76%
12/07/2024 3.06% 0.33 CHF 0.34 CHF 160,000 100,000 161,032 99,965 51,889 CHF 33,226 CHF 98.93% 98.93%
11/07/2024 3.42% 0.34 CHF 0.35 CHF 150,000 100,000 166,123 99,068 51,206 CHF 31,749 CHF 97.62% 97.62%
10/07/2024 3.30% 0.28 CHF 0.29 CHF 180,000 100,000 172,630 100,000 51,477 CHF 30,837 CHF 99.99% 99.99%
09/07/2024 3.28% 0.30 CHF 0.31 CHF 170,000 100,000 170,850 100,000 51,315 CHF 31,040 CHF 100.00% 100.00%
08/07/2024 3.04% 0.31 CHF 0.32 CHF 170,000 100,000 160,065 100,000 51,777 CHF 33,358 CHF 100.00% 100.00%
05/07/2024 3.24% 0.31 CHF 0.32 CHF 170,000 100,000 169,908 99,972 51,635 CHF 31,384 CHF 98.80% 98.80%
04/07/2024 3.46% 0.29 CHF 0.30 CHF 180,000 100,000 181,431 100,000 51,508 CHF 29,410 CHF 98.37% 98.37%
03/07/2024 3.72% 0.29 CHF 0.30 CHF 180,000 100,000 194,686 100,000 51,369 CHF 27,444 CHF 99.39% 99.39%
02/07/2024 3.88% 0.26 CHF 0.27 CHF 200,000 100,000 200,106 100,000 50,563 CHF 26,269 CHF 99.96% 99.96%

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