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 1.99% 0.51 CHF 0.52 CHF 100,000 50,000 104,963 50,000 52,199 CHF 25,399 CHF 99.72% 99.72%
12/07/2024 2.04% 0.49 CHF 0.50 CHF 110,000 50,000 110,000 50,000 53,378 CHF 24,763 CHF 99.01% 99.01%
11/07/2024 2.23% 0.46 CHF 0.47 CHF 110,000 50,000 119,389 50,000 53,034 CHF 22,715 CHF 99.09% 99.09%
10/07/2024 2.20% 0.44 CHF 0.45 CHF 120,000 50,000 119,410 50,000 53,613 CHF 22,952 CHF 100.00% 100.00%
09/07/2024 2.15% 0.45 CHF 0.46 CHF 120,000 50,000 112,063 50,000 51,500 CHF 23,489 CHF 100.00% 100.00%
08/07/2024 2.29% 0.44 CHF 0.45 CHF 120,000 50,000 120,000 50,000 51,774 CHF 22,072 CHF 100.00% 100.00%
05/07/2024 2.40% 0.42 CHF 0.43 CHF 120,000 50,000 127,684 50,000 52,629 CHF 21,116 CHF 98.98% 98.98%
04/07/2024 2.35% 0.42 CHF 0.43 CHF 120,000 50,000 120,414 50,000 50,676 CHF 21,544 CHF 100.00% 100.00%
03/07/2024 2.33% 0.44 CHF 0.45 CHF 120,000 50,000 120,278 50,000 50,991 CHF 21,699 CHF 100.00% 100.00%
02/07/2024 2.23% 0.44 CHF 0.45 CHF 120,000 50,000 119,882 50,000 53,094 CHF 22,645 CHF 100.00% 100.00%

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