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 3.42% 0.28 CHF 0.30 CHF 280,000 280,000 125,705 125,705 36,873 CHF 38,136 CHF 99.98% 99.98%
12/07/2024 3.51% 0.30 CHF 0.31 CHF 290,000 290,000 133,142 133,142 38,924 CHF 40,262 CHF 100.00% 100.00%
11/07/2024 3.50% 0.30 CHF 0.31 CHF 280,000 280,000 125,090 125,090 36,751 CHF 38,014 CHF 99.99% 99.99%
10/07/2024 3.42% 0.28 CHF 0.30 CHF 280,000 280,000 125,194 125,194 36,850 CHF 38,108 CHF 100.00% 100.00%
09/07/2024 3.37% 0.29 CHF 0.30 CHF 280,000 280,000 122,940 122,940 36,556 CHF 37,793 CHF 100.00% 100.00%
08/07/2024 3.21% 0.30 CHF 0.31 CHF 270,000 270,000 121,049 121,049 38,287 CHF 39,505 CHF 100.00% 100.00%
05/07/2024 3.08% 0.32 CHF 0.33 CHF 260,000 260,000 119,211 119,211 38,567 CHF 39,764 CHF 99.81% 99.81%
04/07/2024 2.96% 0.34 CHF 0.35 CHF 110,000 110,000 88,634 88,634 29,511 CHF 30,398 CHF 99.44% 99.44%
03/07/2024 3.15% 0.34 CHF 0.35 CHF 270,000 270,000 119,122 119,122 38,944 CHF 40,141 CHF 99.28% 99.28%
02/07/2024 3.21% 0.30 CHF 0.31 CHF 270,000 270,000 117,536 117,536 36,770 CHF 37,951 CHF 99.95% 99.95%

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