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 2.63% 0.39 CHF 0.40 CHF 130,000 100,000 130,031 100,000 51,260 CHF 40,470 CHF 98.72% 98.72%
12/07/2024 2.45% 0.42 CHF 0.43 CHF 120,000 100,000 128,784 100,000 51,852 CHF 41,279 CHF 99.38% 99.38%
11/07/2024 2.62% 0.41 CHF 0.42 CHF 130,000 100,000 138,043 100,000 52,051 CHF 38,733 CHF 99.16% 99.16%
10/07/2024 2.96% 0.36 CHF 0.37 CHF 140,000 100,000 134,213 96,053 48,118 CHF 35,427 CHF 100.00% 100.00%
09/07/2024 5.69% 0.32 CHF 0.34 CHF 50,000 50,000 52,779 51,254 17,759 CHF 18,270 CHF 100.00% 100.00%
08/07/2024 2.42% 0.40 CHF 0.41 CHF 130,000 100,000 127,419 100,000 51,994 CHF 41,842 CHF 100.00% 100.00%
05/07/2024 2.15% 0.44 CHF 0.45 CHF 120,000 100,000 112,768 100,000 51,912 CHF 47,078 CHF 99.62% 99.62%
04/07/2024 2.18% 0.45 CHF 0.46 CHF 120,000 100,000 114,954 100,000 52,098 CHF 46,351 CHF 99.38% 99.38%
03/07/2024 2.23% 0.45 CHF 0.46 CHF 120,000 100,000 119,500 100,000 53,113 CHF 45,453 CHF 99.73% 99.73%
02/07/2024 2.52% 0.41 CHF 0.42 CHF 130,000 100,000 132,081 100,000 51,812 CHF 40,254 CHF 96.52% 96.52%

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