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 2.66% 0.37 CHF 0.38 CHF 150,000 150,000 150,000 150,000 55,734 CHF 57,234 CHF 99.38% 99.38%
12/07/2024 2.65% 0.37 CHF 0.38 CHF 150,000 150,000 150,000 150,000 55,772 CHF 57,272 CHF 99.08% 99.08%
11/07/2024 2.70% 0.36 CHF 0.37 CHF 150,000 150,000 150,000 150,000 54,835 CHF 56,335 CHF 92.86% 92.86%
10/07/2024 2.59% 0.36 CHF 0.37 CHF 150,000 150,000 142,488 142,488 54,216 CHF 55,641 CHF 95.47% 95.47%
09/07/2024 2.50% 0.40 CHF 0.41 CHF 125,000 125,000 137,949 137,949 54,365 CHF 55,744 CHF 99.06% 99.06%
08/07/2024 2.74% 0.36 CHF 0.37 CHF 150,000 150,000 150,539 150,539 54,181 CHF 55,687 CHF 99.24% 99.24%
05/07/2024 2.91% 0.33 CHF 0.34 CHF 175,000 175,000 157,954 157,954 53,494 CHF 55,074 CHF 96.23% 96.23%
04/07/2024 2.15% 0.46 CHF 0.47 CHF 125,000 125,000 125,000 125,000 57,428 CHF 58,678 CHF 99.39% 99.39%
03/07/2024 2.08% 0.48 CHF 0.49 CHF 125,000 125,000 125,000 125,000 59,346 CHF 60,596 CHF 98.64% 98.64%
02/07/2024 1.99% 0.49 CHF 0.50 CHF 125,000 125,000 106,736 106,736 53,081 CHF 54,148 CHF 99.07% 99.07%

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