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 3.01% 0.51 CHF 0.52 CHF 230,000 230,000 73,893 73,893 37,065 CHF 37,926 CHF 98.82% 98.82%
12/07/2024 3.10% 0.50 CHF 0.51 CHF 230,000 230,000 73,268 73,268 36,643 CHF 37,499 CHF 100.00% 100.00%
11/07/2024 2.69% 0.55 CHF 0.56 CHF 225,000 225,000 70,437 70,437 40,299 CHF 41,124 CHF 99.97% 99.97%
10/07/2024 2.53% 0.57 CHF 0.58 CHF 220,000 220,000 70,222 70,222 42,046 CHF 42,867 CHF 99.90% 99.90%
09/07/2024 2.52% 0.65 CHF 0.66 CHF 215,000 215,000 69,295 69,295 43,689 CHF 44,500 CHF 99.98% 99.98%
08/07/2024 2.55% 0.59 CHF 0.60 CHF 220,000 220,000 70,319 70,319 42,467 CHF 43,288 CHF 99.98% 99.98%
05/07/2024 2.49% 0.61 CHF 0.62 CHF 220,000 220,000 69,952 69,952 42,533 CHF 43,351 CHF 99.71% 99.71%
04/07/2024 2.46% 0.59 CHF 0.60 CHF 44,000 44,000 32,355 32,355 19,638 CHF 20,078 CHF 94.02% 94.02%
03/07/2024 2.38% 0.62 CHF 0.63 CHF 220,000 220,000 69,146 69,146 44,096 CHF 44,906 CHF 99.52% 99.52%
02/07/2024 2.61% 0.62 CHF 0.63 CHF 215,000 215,000 69,112 69,112 42,043 CHF 42,849 CHF 100.00% 100.00%

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