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 2.05% 0.44 CHF 0.45 CHF 125,000 125,000 118,223 118,223 56,910 CHF 58,092 CHF 99.39% 99.39%
12/07/2024 2.02% 0.48 CHF 0.49 CHF 125,000 125,000 120,000 120,007 58,666 CHF 59,870 CHF 98.95% 98.95%
11/07/2024 2.12% 0.44 CHF 0.45 CHF 125,000 125,000 125,349 125,349 58,472 CHF 59,725 CHF 91.15% 91.15%
10/07/2024 2.68% 0.40 CHF 0.41 CHF 150,000 150,000 150,000 150,000 55,237 CHF 56,737 CHF 99.85% 99.85%
09/07/2024 2.62% 0.37 CHF 0.38 CHF 150,000 150,000 150,000 150,000 56,637 CHF 58,137 CHF 100.00% 100.00%
08/07/2024 2.71% 0.37 CHF 0.38 CHF 150,000 150,000 150,000 150,000 54,593 CHF 56,093 CHF 100.00% 100.00%
05/07/2024 2.72% 0.34 CHF 0.35 CHF 150,000 150,000 150,000 150,000 54,527 CHF 56,027 CHF 100.00% 100.00%
04/07/2024 2.78% 0.37 CHF 0.38 CHF 150,000 150,000 151,149 151,149 53,600 CHF 55,111 CHF 100.00% 100.00%
03/07/2024 3.01% 0.32 CHF 0.33 CHF 175,000 175,000 172,905 172,905 56,488 CHF 58,217 CHF 99.51% 99.51%
02/07/2024 3.10% 0.33 CHF 0.34 CHF 175,000 175,000 175,000 175,000 55,559 CHF 57,309 CHF 100.00% 100.00%

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