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 2.17% 0.44 CHF 0.45 CHF 300,000 100,000 300,000 100,000 137,096 CHF 46,699 CHF 99.38% 99.38%
12/07/2024 2.15% 0.48 CHF 0.49 CHF 300,000 100,000 300,000 100,000 138,217 CHF 47,072 CHF 99.38% 99.38%
11/07/2024 2.22% 0.47 CHF 0.48 CHF 300,000 100,000 300,000 100,000 133,809 CHF 45,603 CHF 99.38% 99.38%
10/07/2024 2.36% 0.43 CHF 0.44 CHF 300,000 100,000 361,050 120,350 150,839 CHF 51,483 CHF 99.37% 99.37%
09/07/2024 2.25% 0.41 CHF 0.42 CHF 450,000 150,000 325,769 108,590 142,704 CHF 48,654 CHF 99.38% 99.38%
08/07/2024 2.18% 0.45 CHF 0.46 CHF 300,000 100,000 300,000 100,000 135,841 CHF 46,280 CHF 99.37% 99.37%
05/07/2024 2.12% 0.46 CHF 0.47 CHF 300,000 100,000 300,000 100,000 139,839 CHF 47,613 CHF 99.37% 99.37%
04/07/2024 2.10% 0.46 CHF 0.47 CHF 300,000 100,000 300,000 100,000 141,229 CHF 48,077 CHF 98.59% 98.59%
03/07/2024 2.18% 0.46 CHF 0.47 CHF 300,000 100,000 300,000 100,000 136,209 CHF 46,403 CHF 99.38% 99.38%
02/07/2024 2.35% 0.43 CHF 0.44 CHF 450,000 150,000 447,997 149,332 188,808 CHF 64,429 CHF 99.37% 99.37%

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