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 2.08% 0.47 CHF 0.48 CHF 110,000 100,000 110,000 100,000 52,357 CHF 48,598 CHF 99.75% 99.75%
12/07/2024 2.10% 0.48 CHF 0.49 CHF 110,000 100,000 109,961 99,965 51,933 CHF 48,213 CHF 98.93% 98.93%
11/07/2024 2.31% 0.49 CHF 0.50 CHF 110,000 100,000 113,662 99,068 52,129 CHF 46,609 CHF 97.63% 97.63%
10/07/2024 2.21% 0.43 CHF 0.44 CHF 120,000 100,000 118,126 100,000 52,943 CHF 45,837 CHF 99.99% 99.99%
09/07/2024 2.20% 0.45 CHF 0.46 CHF 120,000 100,000 118,749 100,000 53,473 CHF 46,040 CHF 100.00% 100.00%
08/07/2024 2.09% 0.46 CHF 0.47 CHF 110,000 100,000 110,000 100,000 52,100 CHF 48,364 CHF 100.00% 100.00%
05/07/2024 2.18% 0.46 CHF 0.47 CHF 110,000 100,000 115,963 99,972 52,630 CHF 46,395 CHF 98.84% 98.84%
04/07/2024 2.28% 0.44 CHF 0.45 CHF 120,000 100,000 120,398 100,000 52,270 CHF 44,423 CHF 98.37% 98.37%
03/07/2024 2.38% 0.44 CHF 0.45 CHF 120,000 100,000 126,966 100,000 52,601 CHF 42,473 CHF 99.41% 99.41%
02/07/2024 2.45% 0.41 CHF 0.42 CHF 130,000 100,000 130,000 100,000 52,413 CHF 41,318 CHF 99.70% 99.70%

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