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
25/07/2024 4.64% 0.20 CHF 0.21 CHF 275,000 275,000 249,535 249,534 52,610 CHF 55,106 CHF 98.91% 98.91%
24/07/2024 2.87% 0.37 CHF 0.38 CHF 150,000 150,000 158,751 158,750 54,571 CHF 56,158 CHF 98.98% 98.98%
23/07/2024 3.17% 0.32 CHF 0.33 CHF 175,000 175,000 176,547 176,547 54,898 CHF 56,664 CHF 98.97% 98.97%
22/07/2024 3.27% 0.27 CHF 0.28 CHF 200,000 200,000 179,121 179,121 53,877 CHF 55,668 CHF 99.03% 99.03%
19/07/2024 2.83% 0.34 CHF 0.35 CHF 175,000 175,000 157,404 157,404 54,763 CHF 56,337 CHF 98.57% 98.57%
18/07/2024 1.68% 0.60 CHF 0.61 CHF 100,000 100,000 100,000 100,000 59,069 CHF 60,069 CHF 96.66% 96.66%
17/07/2024 1.58% 0.57 CHF 0.58 CHF 100,000 100,000 99,474 99,474 62,638 CHF 63,633 CHF 98.78% 98.78%
16/07/2024 2.08% 0.54 CHF 0.55 CHF 100,000 100,000 121,751 121,751 57,933 CHF 59,151 CHF 98.96% 98.96%
15/07/2024 2.53% 0.46 CHF 0.47 CHF 125,000 125,000 141,137 141,138 54,941 CHF 56,352 CHF 98.99% 98.99%
12/07/2024 2.69% 0.39 CHF 0.40 CHF 150,000 150,000 150,000 150,000 55,160 CHF 56,660 CHF 98.70% 98.70%

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