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 2.41% 0.40 CHF 0.41 CHF 125,000 125,000 127,605 127,605 52,298 CHF 53,574 CHF 100.00% 100.00%
12/07/2024 2.60% 0.41 CHF 0.42 CHF 125,000 125,000 145,580 145,660 55,121 CHF 56,608 CHF 98.95% 98.95%
11/07/2024 2.59% 0.39 CHF 0.40 CHF 150,000 150,000 150,000 150,000 57,280 CHF 58,780 CHF 99.03% 99.35%
10/07/2024 2.29% 0.38 CHF 0.39 CHF 150,000 150,000 127,002 127,002 54,958 CHF 56,228 CHF 99.84% 99.84%
09/07/2024 2.12% 0.48 CHF 0.49 CHF 125,000 125,000 125,000 125,000 58,405 CHF 59,655 CHF 100.00% 100.00%
08/07/2024 2.18% 0.46 CHF 0.47 CHF 125,000 125,000 125,000 125,000 56,751 CHF 58,001 CHF 100.00% 100.00%
05/07/2024 2.09% 0.48 CHF 0.49 CHF 125,000 125,000 123,950 123,948 58,811 CHF 60,050 CHF 99.27% 99.27%
04/07/2024 1.98% 0.52 CHF 0.53 CHF 100,000 100,000 103,909 103,906 51,997 CHF 53,034 CHF 100.00% 100.00%
03/07/2024 1.96% 0.50 CHF 0.51 CHF 100,000 100,000 100,819 100,819 51,034 CHF 52,043 CHF 99.51% 99.51%
02/07/2024 1.96% 0.48 CHF 0.49 CHF 125,000 125,000 103,762 103,762 52,358 CHF 53,396 CHF 99.94% 99.94%

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