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 2.15% 0.47 CHF 0.48 CHF 125,000 125,000 125,000 125,000 57,498 CHF 58,748 CHF 100.00% 100.00%
12/07/2024 2.18% 0.46 CHF 0.47 CHF 125,000 125,000 125,000 125,000 56,703 CHF 57,953 CHF 99.78% 99.78%
11/07/2024 2.33% 0.42 CHF 0.43 CHF 125,000 125,000 125,000 125,000 53,137 CHF 54,387 CHF 100.00% 100.00%
10/07/2024 2.54% 0.42 CHF 0.43 CHF 125,000 125,000 144,322 144,322 56,085 CHF 57,528 CHF 94.69% 94.69%
09/07/2024 2.57% 0.38 CHF 0.39 CHF 150,000 150,000 150,000 150,000 57,643 CHF 59,143 CHF 99.67% 99.67%
08/07/2024 2.59% 0.39 CHF 0.40 CHF 150,000 150,000 149,740 149,740 57,129 CHF 58,626 CHF 100.00% 100.00%
05/07/2024 2.60% 0.38 CHF 0.39 CHF 150,000 150,000 150,000 150,000 56,867 CHF 58,367 CHF 100.00% 100.00%
04/07/2024 2.63% 0.38 CHF 0.39 CHF 150,000 150,000 150,000 150,000 56,377 CHF 57,877 CHF 100.00% 100.00%
03/07/2024 2.64% 0.39 CHF 0.40 CHF 150,000 150,000 150,000 150,000 55,986 CHF 57,486 CHF 99.33% 99.33%
02/07/2024 2.84% 0.36 CHF 0.37 CHF 150,000 150,000 152,612 152,613 52,974 CHF 54,500 CHF 99.61% 99.61%

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