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 2.22% 0.46 CHF 0.47 CHF 110,000 100,000 110,050 100,000 51,042 CHF 47,422 CHF 98.73% 98.73%
12/07/2024 2.10% 0.49 CHF 0.50 CHF 110,000 100,000 110,000 100,000 51,922 CHF 48,202 CHF 99.38% 99.38%
11/07/2024 2.22% 0.47 CHF 0.48 CHF 110,000 100,000 118,078 100,000 52,698 CHF 45,660 CHF 99.15% 99.15%
10/07/2024 2.50% 0.43 CHF 0.44 CHF 120,000 100,000 114,474 96,053 48,920 CHF 42,038 CHF 100.00% 100.00%
09/07/2024 4.74% 0.39 CHF 0.41 CHF 50,000 50,000 52,027 51,255 21,127 CHF 21,825 CHF 100.00% 100.00%
08/07/2024 2.07% 0.47 CHF 0.48 CHF 110,000 100,000 108,524 100,000 51,833 CHF 48,792 CHF 100.00% 100.00%
05/07/2024 2.02% 0.51 CHF 0.52 CHF 100,000 100,000 100,000 100,000 52,998 CHF 54,078 CHF 99.62% 99.62%
04/07/2024 1.95% 0.52 CHF 0.53 CHF 100,000 100,000 100,097 100,000 52,367 CHF 53,351 CHF 99.38% 99.38%
03/07/2024 1.93% 0.52 CHF 0.53 CHF 100,000 100,000 100,007 100,000 51,426 CHF 52,423 CHF 99.73% 99.73%
02/07/2024 2.14% 0.48 CHF 0.49 CHF 110,000 100,000 112,210 100,000 51,876 CHF 47,262 CHF 100.00% 100.00%

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