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 - 0.35 CHF 0.41 CHF 150,000 50,000 0 0 0 CHF 0 CHF 0.00% 0.00%
12/07/2024 2.68% 0.39 CHF 0.40 CHF 130,000 100,000 139,421 100,000 51,336 CHF 37,830 CHF 99.38% 99.38%
11/07/2024 2.89% 0.37 CHF 0.38 CHF 140,000 100,000 151,527 100,000 51,687 CHF 35,156 CHF 99.15% 99.15%
10/07/2024 3.24% 0.32 CHF 0.33 CHF 160,000 100,000 151,361 96,053 49,175 CHF 32,176 CHF 100.00% 100.00%
09/07/2024 6.31% 0.28 CHF 0.30 CHF 50,000 50,000 53,262 51,255 16,102 CHF 16,529 CHF 100.00% 100.00%
08/07/2024 2.64% 0.36 CHF 0.37 CHF 140,000 100,000 137,928 100,000 51,585 CHF 38,428 CHF 100.00% 100.00%
05/07/2024 2.44% 0.41 CHF 0.42 CHF 130,000 100,000 121,921 100,000 52,001 CHF 43,734 CHF 99.62% 99.62%
04/07/2024 2.56% 0.42 CHF 0.43 CHF 120,000 100,000 122,337 100,000 51,256 CHF 43,008 CHF 99.38% 99.38%
03/07/2024 2.41% 0.42 CHF 0.43 CHF 120,000 100,000 127,523 100,000 52,258 CHF 41,999 CHF 99.73% 99.73%
02/07/2024 2.75% 0.38 CHF 0.39 CHF 140,000 100,000 143,931 100,000 51,577 CHF 36,870 CHF 99.48% 99.48%

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