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
25/07/2024 2.05% 0.51 CHF 0.52 CHF 600,000 200,000 600,000 200,000 290,020 CHF 98,673 CHF 99.23% 99.23%
24/07/2024 2.14% 0.49 CHF 0.50 CHF 600,000 200,000 600,000 200,000 277,656 CHF 94,552 CHF 99.23% 99.23%
23/07/2024 1.98% 0.47 CHF 0.48 CHF 600,000 200,000 600,000 200,000 300,797 CHF 102,266 CHF 99.22% 99.22%
22/07/2024 1.93% 0.52 CHF 0.53 CHF 600,000 200,000 600,000 200,000 307,718 CHF 104,573 CHF 98.50% 98.50%
19/07/2024 1.70% 0.55 CHF 0.56 CHF 600,000 200,000 600,000 200,000 349,134 CHF 118,378 CHF 97.37% 97.37%
18/07/2024 1.74% 0.59 CHF 0.60 CHF 600,000 200,000 600,000 200,000 341,322 CHF 115,774 CHF 99.21% 99.21%
17/07/2024 1.86% 0.55 CHF 0.56 CHF 600,000 200,000 600,000 200,000 319,540 CHF 108,513 CHF 99.24% 99.24%
16/07/2024 1.98% 0.52 CHF 0.53 CHF 600,000 200,000 600,000 200,000 300,081 CHF 102,027 CHF 99.24% 99.24%
15/07/2024 2.04% 0.51 CHF 0.52 CHF 600,000 200,000 600,000 200,000 290,990 CHF 98,997 CHF 95.26% 95.26%
12/07/2024 2.09% 0.46 CHF 0.47 CHF 600,000 200,000 600,000 200,000 284,004 CHF 96,668 CHF 99.27% 99.27%

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