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 2.29% 0.44 CHF 0.45 CHF 125,000 125,000 125,000 125,000 54,078 CHF 55,328 CHF 100.00% 100.00%
12/07/2024 2.32% 0.44 CHF 0.45 CHF 125,000 125,000 125,000 125,000 53,359 CHF 54,609 CHF 99.77% 99.77%
11/07/2024 2.46% 0.40 CHF 0.41 CHF 125,000 125,000 130,070 130,070 52,131 CHF 53,432 CHF 100.00% 100.00%
10/07/2024 2.68% 0.39 CHF 0.40 CHF 150,000 150,000 150,000 150,000 55,375 CHF 56,875 CHF 94.69% 94.69%
09/07/2024 2.71% 0.36 CHF 0.37 CHF 150,000 150,000 150,000 150,000 54,616 CHF 56,116 CHF 99.67% 99.67%
08/07/2024 2.72% 0.37 CHF 0.38 CHF 150,000 150,000 150,000 150,000 54,398 CHF 55,898 CHF 100.00% 100.00%
05/07/2024 2.74% 0.36 CHF 0.37 CHF 150,000 150,000 150,000 150,000 53,941 CHF 55,441 CHF 99.99% 99.99%
04/07/2024 2.78% 0.36 CHF 0.37 CHF 150,000 150,000 150,000 150,000 53,282 CHF 54,782 CHF 100.00% 100.00%
03/07/2024 2.79% 0.37 CHF 0.38 CHF 150,000 150,000 150,000 150,000 53,071 CHF 54,571 CHF 99.32% 99.32%
02/07/2024 2.99% 0.34 CHF 0.35 CHF 150,000 150,000 166,226 166,226 54,753 CHF 56,415 CHF 99.61% 99.61%

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