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 2.50% 0.48 CHF 0.49 CHF 110,000 50,000 116,162 50,000 51,995 CHF 23,007 CHF 99.72% 99.72%
12/07/2024 2.38% 0.41 CHF 0.42 CHF 130,000 50,000 125,606 50,000 52,059 CHF 21,238 CHF 99.01% 99.01%
11/07/2024 3.10% 0.41 CHF 0.42 CHF 130,000 50,000 132,952 50,000 51,903 CHF 20,148 CHF 99.09% 99.09%
10/07/2024 2.54% 0.42 CHF 0.43 CHF 120,000 50,000 121,539 50,000 51,343 CHF 21,676 CHF 100.00% 100.00%
09/07/2024 2.52% 0.45 CHF 0.46 CHF 120,000 50,000 132,450 50,000 51,939 CHF 20,133 CHF 100.00% 100.00%
08/07/2024 2.72% 0.36 CHF 0.37 CHF 140,000 50,000 142,317 50,000 51,588 CHF 18,678 CHF 100.00% 100.00%
05/07/2024 2.55% 0.43 CHF 0.44 CHF 120,000 50,000 116,465 50,000 52,841 CHF 23,336 CHF 98.86% 98.86%
04/07/2024 1.98% 0.53 CHF 0.54 CHF 100,000 50,000 104,165 50,000 52,083 CHF 25,524 CHF 100.00% 100.00%
03/07/2024 1.92% 0.51 CHF 0.52 CHF 100,000 50,000 100,000 50,000 51,674 CHF 26,337 CHF 99.82% 99.82%
02/07/2024 1.85% 0.50 CHF 0.51 CHF 100,000 50,000 99,499 50,000 53,340 CHF 27,310 CHF 100.00% 100.00%

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