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 2.38% 0.39 CHF 0.40 CHF 125,000 125,000 125,135 125,137 51,914 CHF 53,166 CHF 100.00% 100.00%
12/07/2024 2.45% 0.39 CHF 0.40 CHF 150,000 150,000 130,449 130,449 52,491 CHF 53,796 CHF 98.44% 98.44%
11/07/2024 2.47% 0.39 CHF 0.40 CHF 125,000 125,000 134,577 134,575 53,662 CHF 55,007 CHF 83.58% 83.58%
10/07/2024 2.84% 0.37 CHF 0.38 CHF 150,000 150,000 150,000 150,000 52,224 CHF 53,724 CHF 99.77% 99.77%
09/07/2024 2.84% 0.33 CHF 0.34 CHF 150,000 150,000 150,521 150,519 52,249 CHF 53,754 CHF 100.00% 100.00%
08/07/2024 2.83% 0.34 CHF 0.35 CHF 150,000 150,000 150,341 150,341 52,327 CHF 53,831 CHF 98.98% 98.98%
05/07/2024 2.91% 0.33 CHF 0.34 CHF 175,000 175,000 154,584 154,584 52,348 CHF 53,894 CHF 100.00% 100.00%
04/07/2024 2.91% 0.34 CHF 0.35 CHF 150,000 150,000 155,233 154,864 52,516 CHF 53,942 CHF 98.16% 98.16%
03/07/2024 3.17% 0.32 CHF 0.33 CHF 175,000 175,000 175,524 175,524 54,501 CHF 56,256 CHF 100.00% 100.00%
02/07/2024 3.51% 0.30 CHF 0.31 CHF 175,000 175,000 193,213 193,214 54,062 CHF 55,994 CHF 100.00% 100.00%

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