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 2.67% 0.39 CHF 0.40 CHF 150,000 150,000 147,389 147,387 54,521 CHF 55,994 CHF 100.00% 100.00%
12/07/2024 2.77% 0.35 CHF 0.36 CHF 150,000 150,000 150,000 150,000 53,346 CHF 54,846 CHF 98.44% 98.44%
11/07/2024 2.94% 0.34 CHF 0.35 CHF 150,000 150,000 159,713 159,714 53,457 CHF 55,055 CHF 95.50% 95.50%
10/07/2024 2.63% 0.35 CHF 0.36 CHF 150,000 150,000 148,361 148,363 55,776 CHF 57,261 CHF 99.79% 99.79%
09/07/2024 2.38% 0.44 CHF 0.45 CHF 125,000 125,000 126,449 126,449 52,511 CHF 53,775 CHF 100.00% 100.00%
08/07/2024 2.58% 0.39 CHF 0.40 CHF 150,000 150,000 139,950 139,949 53,388 CHF 54,787 CHF 98.99% 98.99%
05/07/2024 2.41% 0.41 CHF 0.42 CHF 125,000 125,000 125,000 125,000 51,291 CHF 52,541 CHF 100.00% 100.00%
04/07/2024 2.36% 0.41 CHF 0.42 CHF 125,000 125,000 125,000 125,000 52,330 CHF 53,580 CHF 98.16% 98.16%
03/07/2024 2.09% 0.45 CHF 0.46 CHF 125,000 125,000 124,739 124,741 58,994 CHF 60,242 CHF 100.00% 100.00%
02/07/2024 2.07% 0.45 CHF 0.46 CHF 125,000 125,000 122,910 122,910 58,741 CHF 59,970 CHF 100.00% 100.00%

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