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 2.00% 0.52 CHF 0.53 CHF 100,000 50,000 105,343 50,000 52,230 CHF 25,315 CHF 98.52% 98.52%
12/07/2024 1.96% 0.52 CHF 0.53 CHF 100,000 50,000 102,154 50,000 51,704 CHF 25,824 CHF 99.38% 99.38%
11/07/2024 1.95% 0.52 CHF 0.53 CHF 100,000 50,000 100,348 50,000 50,873 CHF 25,851 CHF 99.16% 99.16%
10/07/2024 1.77% 0.54 CHF 0.55 CHF 100,000 50,000 92,228 50,000 51,712 CHF 28,560 CHF 100.00% 100.00%
09/07/2024 1.75% 0.58 CHF 0.59 CHF 90,000 50,000 90,405 50,000 51,068 CHF 28,747 CHF 100.00% 100.00%
08/07/2024 1.75% 0.58 CHF 0.59 CHF 90,000 50,000 90,457 50,000 51,356 CHF 28,892 CHF 100.00% 100.00%
05/07/2024 1.72% 0.59 CHF 0.60 CHF 90,000 50,000 90,000 50,000 51,931 CHF 29,350 CHF 99.62% 99.62%
04/07/2024 1.72% 0.57 CHF 0.58 CHF 90,000 50,000 90,000 50,000 51,989 CHF 29,383 CHF 100.00% 100.00%
03/07/2024 1.62% 0.60 CHF 0.61 CHF 90,000 50,000 88,536 50,000 54,283 CHF 31,170 CHF 99.73% 99.73%
02/07/2024 1.54% 0.62 CHF 0.63 CHF 90,000 50,000 81,507 50,000 52,538 CHF 32,753 CHF 100.00% 100.00%

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