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 2.90% 0.32 CHF 0.33 CHF 50,000 50,000 50,000 50,000 17,059 CHF 17,559 CHF 100.00% 100.00%
12/07/2024 3.02% 0.36 CHF 0.37 CHF 50,000 50,000 50,000 50,000 16,367 CHF 16,867 CHF 98.43% 98.43%
11/07/2024 3.04% 0.32 CHF 0.33 CHF 50,000 50,000 50,000 50,000 16,227 CHF 16,727 CHF 98.74% 98.74%
10/07/2024 2.85% 0.33 CHF 0.34 CHF 50,000 50,000 50,000 50,000 17,307 CHF 17,807 CHF 99.78% 99.78%
09/07/2024 2.55% 0.35 CHF 0.36 CHF 50,000 50,000 50,000 50,000 19,440 CHF 19,940 CHF 100.00% 100.00%
08/07/2024 3.08% 0.33 CHF 0.34 CHF 50,000 50,000 50,000 50,000 15,991 CHF 16,491 CHF 98.98% 98.98%
05/07/2024 2.96% 0.31 CHF 0.32 CHF 50,000 50,000 50,000 50,000 16,701 CHF 17,201 CHF 100.00% 100.00%
04/07/2024 4.13% 0.24 CHF 0.25 CHF 50,000 50,000 50,000 50,000 11,871 CHF 12,371 CHF 98.16% 98.16%
03/07/2024 3.75% 0.25 CHF 0.26 CHF 50,000 50,000 50,000 50,000 13,140 CHF 13,640 CHF 100.00% 100.00%
02/07/2024 4.03% 0.27 CHF 0.28 CHF 50,000 50,000 50,000 50,000 12,169 CHF 12,669 CHF 100.00% 100.00%

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