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 2.44% 0.40 CHF 0.41 CHF 130,000 100,000 129,652 100,000 52,466 CHF 41,471 CHF 98.73% 98.73%
12/07/2024 2.39% 0.43 CHF 0.44 CHF 120,000 100,000 126,396 100,000 52,172 CHF 42,306 CHF 99.38% 99.38%
11/07/2024 2.55% 0.42 CHF 0.43 CHF 120,000 100,000 135,167 100,000 52,309 CHF 39,733 CHF 99.16% 99.16%
10/07/2024 2.88% 0.37 CHF 0.38 CHF 140,000 100,000 132,895 96,053 48,986 CHF 36,387 CHF 100.00% 100.00%
09/07/2024 5.53% 0.33 CHF 0.35 CHF 50,000 50,000 52,700 51,255 18,265 CHF 18,785 CHF 100.00% 100.00%
08/07/2024 2.59% 0.41 CHF 0.42 CHF 130,000 100,000 125,236 100,000 52,352 CHF 42,938 CHF 100.00% 100.00%
05/07/2024 2.10% 0.45 CHF 0.46 CHF 120,000 100,000 111,841 100,000 52,649 CHF 48,111 CHF 99.62% 99.62%
04/07/2024 2.13% 0.46 CHF 0.47 CHF 110,000 100,000 111,234 100,000 51,630 CHF 47,434 CHF 99.36% 99.36%
03/07/2024 2.18% 0.46 CHF 0.47 CHF 110,000 100,000 114,755 100,000 52,168 CHF 46,488 CHF 99.73% 99.73%
02/07/2024 2.45% 0.42 CHF 0.43 CHF 120,000 100,000 128,553 100,000 51,856 CHF 41,373 CHF 100.00% 100.00%

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