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 2.40% 0.42 CHF 0.43 CHF 125,000 125,000 125,000 125,000 51,531 CHF 52,781 CHF 99.38% 99.38%
12/07/2024 2.27% 0.44 CHF 0.45 CHF 125,000 125,000 125,000 125,000 54,567 CHF 55,817 CHF 99.06% 99.06%
11/07/2024 2.18% 0.44 CHF 0.45 CHF 125,000 125,000 125,000 125,000 56,742 CHF 57,992 CHF 97.91% 97.91%
10/07/2024 2.18% 0.46 CHF 0.47 CHF 125,000 125,000 125,000 125,000 56,672 CHF 57,922 CHF 95.50% 95.50%
09/07/2024 2.15% 0.45 CHF 0.46 CHF 125,000 125,000 125,000 125,000 57,639 CHF 58,889 CHF 99.04% 99.04%
08/07/2024 1.96% 0.49 CHF 0.50 CHF 125,000 125,000 103,370 103,371 52,124 CHF 53,157 CHF 99.22% 99.22%
05/07/2024 2.07% 0.47 CHF 0.48 CHF 125,000 125,000 125,000 125,000 59,903 CHF 61,153 CHF 99.39% 99.39%
04/07/2024 2.05% 0.48 CHF 0.49 CHF 125,000 125,000 124,213 124,213 59,907 CHF 61,149 CHF 99.39% 99.39%
03/07/2024 2.05% 0.47 CHF 0.48 CHF 125,000 125,000 123,154 123,154 59,340 CHF 60,571 CHF 98.63% 98.63%
02/07/2024 2.07% 0.46 CHF 0.47 CHF 125,000 125,000 120,794 120,794 57,604 CHF 58,812 CHF 99.06% 99.06%

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