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 2.00% 0.78 CHF 0.79 CHF 190,000 190,000 93,573 93,573 71,302 CHF 72,592 CHF 99.06% 99.06%
12/07/2024 2.31% 0.76 CHF 0.77 CHF 190,000 190,000 96,421 96,421 66,562 CHF 67,901 CHF 100.00% 100.00%
11/07/2024 2.03% 0.70 CHF 0.71 CHF 200,000 200,000 94,035 94,035 70,408 CHF 71,709 CHF 99.99% 99.99%
10/07/2024 2.03% 0.76 CHF 0.77 CHF 190,000 190,000 93,152 93,152 70,506 CHF 71,796 CHF 100.00% 100.00%
09/07/2024 1.93% 0.71 CHF 0.72 CHF 200,000 200,000 95,330 95,330 72,864 CHF 74,172 CHF 98.82% 98.82%
08/07/2024 2.55% 0.66 CHF 0.67 CHF 200,000 200,000 97,423 97,423 61,418 CHF 62,773 CHF 100.00% 100.00%
05/07/2024 3.27% 0.53 CHF 0.54 CHF 210,000 210,000 103,006 103,006 48,557 CHF 49,980 CHF 98.95% 98.95%
04/07/2024 3.26% 0.46 CHF 0.47 CHF 74,000 74,000 74,000 74,000 34,162 CHF 35,297 CHF 99.44% 99.44%
03/07/2024 3.40% 0.45 CHF 0.46 CHF 210,000 210,000 103,140 103,140 46,017 CHF 47,445 CHF 99.64% 99.64%
02/07/2024 3.65% 0.42 CHF 0.43 CHF 220,000 220,000 106,687 106,687 44,805 CHF 46,283 CHF 100.00% 100.00%

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