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 3.87% 0.45 CHF 0.47 CHF 120,000 50,000 110,816 50,000 52,566 CHF 24,706 CHF 98.99% 98.99%
12/07/2024 3.99% 0.51 CHF 0.53 CHF 100,000 50,000 100,728 50,000 50,619 CHF 26,156 CHF 98.77% 98.77%
11/07/2024 3.91% 0.51 CHF 0.53 CHF 100,000 50,000 100,000 50,000 52,322 CHF 27,204 CHF 99.09% 99.09%
10/07/2024 4.01% 0.50 CHF 0.52 CHF 100,000 50,000 100,980 50,000 50,724 CHF 26,149 CHF 100.00% 100.00%
09/07/2024 3.80% 0.48 CHF 0.50 CHF 110,000 50,000 100,018 50,000 52,749 CHF 27,391 CHF 100.00% 100.00%
08/07/2024 3.62% 0.55 CHF 0.57 CHF 100,000 50,000 95,302 50,000 52,555 CHF 28,618 CHF 100.00% 100.00%
05/07/2024 3.69% 0.51 CHF 0.53 CHF 100,000 50,000 108,478 50,000 52,476 CHF 25,140 CHF 94.77% 94.77%
04/07/2024 2.38% 0.44 CHF 0.45 CHF 120,000 50,000 115,053 50,000 52,083 CHF 23,197 CHF 100.00% 100.00%
03/07/2024 2.32% 0.44 CHF 0.45 CHF 120,000 50,000 120,000 50,000 53,212 CHF 22,692 CHF 99.82% 99.82%
02/07/2024 2.40% 0.45 CHF 0.47 CHF 120,000 50,000 120,117 50,000 51,817 CHF 22,095 CHF 100.00% 100.00%

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