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% 0.32 CHF 0.33 CHF 160,000 50,000 154,348 50,000 51,945 CHF 17,410 CHF 99.00% 99.00%
12/07/2024 2.83% 0.36 CHF 0.37 CHF 140,000 50,000 140,751 50,000 50,721 CHF 18,538 CHF 98.77% 98.77%
11/07/2024 2.81% 0.36 CHF 0.37 CHF 140,000 50,000 139,522 50,000 52,353 CHF 19,299 CHF 99.09% 99.09%
10/07/2024 2.91% 0.36 CHF 0.37 CHF 140,000 50,000 141,393 50,000 50,926 CHF 18,545 CHF 100.00% 100.00%
09/07/2024 2.92% 0.35 CHF 0.36 CHF 150,000 50,000 137,171 50,000 52,045 CHF 19,544 CHF 100.00% 100.00%
08/07/2024 2.66% 0.40 CHF 0.41 CHF 130,000 50,000 130,627 50,000 51,998 CHF 20,458 CHF 100.00% 100.00%
05/07/2024 2.97% 0.36 CHF 0.37 CHF 140,000 50,000 149,377 50,000 51,854 CHF 17,912 CHF 98.86% 98.86%
04/07/2024 3.31% 0.31 CHF 0.32 CHF 170,000 50,000 160,782 50,000 52,159 CHF 16,770 CHF 100.00% 100.00%
03/07/2024 3.17% 0.32 CHF 0.33 CHF 160,000 50,000 163,467 50,000 51,753 CHF 16,347 CHF 99.82% 99.82%
02/07/2024 3.27% 0.33 CHF 0.34 CHF 160,000 50,000 167,637 50,000 51,926 CHF 16,010 CHF 100.00% 100.00%

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