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 2.72% 0.48 CHF 0.49 CHF 110,000 50,000 65,880 37,017 31,687 CHF 18,387 CHF 93.77% 93.77%
12/07/2024 2.21% 0.49 CHF 0.50 CHF 110,000 50,000 117,836 50,000 52,728 CHF 22,890 CHF 81.73% 81.73%
11/07/2024 2.16% 0.46 CHF 0.47 CHF 110,000 50,000 111,917 49,933 51,313 CHF 23,403 CHF 80.07% 83.80%
10/07/2024 1.90% 0.45 CHF 0.46 CHF 120,000 50,000 101,702 50,000 53,149 CHF 26,673 CHF 98.55% 98.55%
09/07/2024 1.76% 0.58 CHF 0.59 CHF 90,000 50,000 92,771 50,000 52,184 CHF 28,649 CHF 100.00% 100.00%
08/07/2024 1.83% 0.55 CHF 0.56 CHF 100,000 50,000 98,851 50,000 53,550 CHF 27,597 CHF 100.00% 100.00%
05/07/2024 1.75% 0.57 CHF 0.58 CHF 90,000 50,000 93,073 50,000 52,673 CHF 28,834 CHF 98.87% 98.87%
04/07/2024 2.69% 0.62 CHF 0.63 CHF 90,000 50,000 30,552 27,135 18,452 CHF 16,771 CHF 86.95% 86.95%
03/07/2024 2.56% 0.60 CHF 0.61 CHF 25,000 25,000 25,000 25,000 15,181 CHF 15,575 CHF 99.73% 99.73%
02/07/2024 2.76% 0.57 CHF 0.59 CHF 25,000 25,000 25,000 25,000 15,111 CHF 15,534 CHF 98.47% 98.47%

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