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 2.52% 0.41 CHF 0.42 CHF 118,163 50,000 117,394 50,000 46,011 CHF 20,095 CHF 98.52% 98.52%
12/07/2024 2.47% 0.41 CHF 0.42 CHF 117,956 50,000 117,838 50,000 47,238 CHF 20,543 CHF 99.38% 99.38%
11/07/2024 2.46% 0.41 CHF 0.42 CHF 117,992 50,000 118,042 50,000 47,403 CHF 20,578 CHF 99.15% 99.15%
10/07/2024 2.18% 0.43 CHF 0.44 CHF 119,376 50,000 112,611 50,000 51,138 CHF 23,222 CHF 100.00% 100.00%
09/07/2024 2.16% 0.48 CHF 0.49 CHF 110,000 50,000 113,842 50,000 52,116 CHF 23,404 CHF 80.16% 80.16%
08/07/2024 2.14% 0.46 CHF 0.47 CHF 119,599 50,000 111,282 50,000 51,406 CHF 23,604 CHF 82.76% 82.76%
05/07/2024 2.09% 0.48 CHF 0.49 CHF 110,000 50,000 110,000 50,000 52,084 CHF 24,174 CHF 99.62% 99.62%
04/07/2024 2.09% 0.47 CHF 0.48 CHF 110,000 50,000 110,000 50,000 52,067 CHF 24,167 CHF 100.00% 100.00%
03/07/2024 1.95% 0.50 CHF 0.51 CHF 100,000 50,000 100,000 50,000 50,918 CHF 25,959 CHF 99.73% 99.73%
02/07/2024 1.84% 0.51 CHF 0.52 CHF 100,000 50,000 99,539 50,000 53,651 CHF 27,455 CHF 99.53% 99.53%

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