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 2.00% 0.50 CHF 0.51 CHF 100,000 100,000 112,240 112,240 55,579 CHF 56,702 CHF 100.00% 100.00%
12/07/2024 2.02% 0.50 CHF 0.51 CHF 100,000 100,000 117,031 117,031 57,190 CHF 58,361 CHF 99.78% 99.78%
11/07/2024 2.17% 0.45 CHF 0.46 CHF 125,000 125,000 125,000 125,000 56,965 CHF 58,215 CHF 100.00% 100.00%
10/07/2024 2.39% 0.45 CHF 0.46 CHF 125,000 125,000 126,099 126,099 52,268 CHF 53,529 CHF 94.70% 94.70%
09/07/2024 2.40% 0.40 CHF 0.41 CHF 125,000 125,000 125,000 125,000 51,404 CHF 52,654 CHF 99.67% 99.67%
08/07/2024 2.42% 0.42 CHF 0.43 CHF 125,000 125,000 129,347 129,348 52,672 CHF 53,966 CHF 100.00% 100.00%
05/07/2024 2.44% 0.41 CHF 0.42 CHF 125,000 125,000 125,231 125,231 50,800 CHF 52,052 CHF 100.00% 100.00%
04/07/2024 2.46% 0.40 CHF 0.41 CHF 125,000 125,000 129,428 129,427 51,924 CHF 53,218 CHF 100.00% 100.00%
03/07/2024 2.49% 0.41 CHF 0.42 CHF 125,000 125,000 137,544 137,545 54,489 CHF 55,865 CHF 99.33% 99.33%
02/07/2024 2.68% 0.38 CHF 0.39 CHF 150,000 150,000 150,000 150,000 55,257 CHF 56,757 CHF 99.61% 99.61%

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