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 3.29% 0.30 CHF 0.31 CHF 170,000 60,000 172,896 36,561 51,732 CHF 11,380 CHF 98.93% 98.93%
12/07/2024 2.58% 0.33 CHF 0.34 CHF 160,000 60,000 135,032 37,853 51,644 CHF 14,657 CHF 82.65% 82.65%
11/07/2024 2.48% 0.38 CHF 0.39 CHF 140,000 60,000 131,272 36,547 52,314 CHF 14,905 CHF 99.14% 99.14%
10/07/2024 2.17% 0.43 CHF 0.44 CHF 120,000 60,000 113,325 36,519 51,698 CHF 16,870 CHF 99.57% 99.57%
09/07/2024 1.98% 0.51 CHF 0.52 CHF 100,000 60,000 103,278 36,514 51,561 CHF 18,654 CHF 99.63% 99.63%
08/07/2024 1.94% 0.52 CHF 0.53 CHF 100,000 60,000 101,210 36,514 51,667 CHF 19,023 CHF 99.63% 99.63%
05/07/2024 2.08% 0.44 CHF 0.45 CHF 120,000 60,000 110,770 38,976 52,679 CHF 18,802 CHF 72.31% 72.31%
04/07/2024 1.93% 0.50 CHF 0.51 CHF 100,000 30,000 100,884 30,000 51,741 CHF 15,692 CHF 94.75% 94.75%
03/07/2024 1.67% 0.51 CHF 0.52 CHF 100,000 60,000 91,322 36,442 54,121 CHF 21,648 CHF 99.32% 99.32%
02/07/2024 1.52% 0.67 CHF 0.68 CHF 80,000 60,000 80,000 36,410 52,130 CHF 24,081 CHF 99.18% 99.18%

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