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 2.79% 0.33 CHF 0.34 CHF 175,000 175,000 156,914 156,914 55,475 CHF 57,044 CHF 100.00% 100.00%
12/07/2024 2.65% 0.38 CHF 0.39 CHF 150,000 150,000 150,000 150,000 55,970 CHF 57,470 CHF 98.42% 98.42%
11/07/2024 2.50% 0.40 CHF 0.41 CHF 150,000 150,000 139,143 139,147 54,962 CHF 56,355 CHF 95.89% 95.89%
10/07/2024 2.76% 0.37 CHF 0.38 CHF 150,000 150,000 151,117 151,117 54,048 CHF 55,560 CHF 99.80% 99.80%
09/07/2024 3.04% 0.30 CHF 0.31 CHF 175,000 175,000 170,510 170,510 55,154 CHF 56,859 CHF 100.00% 100.00%
08/07/2024 2.76% 0.36 CHF 0.37 CHF 150,000 150,000 152,418 152,418 54,516 CHF 56,040 CHF 98.99% 98.99%
05/07/2024 2.94% 0.34 CHF 0.35 CHF 175,000 175,000 161,682 161,717 54,167 CHF 55,796 CHF 100.00% 100.00%
04/07/2024 3.04% 0.33 CHF 0.34 CHF 175,000 175,000 172,532 172,530 55,932 CHF 57,656 CHF 98.15% 98.15%
03/07/2024 3.51% 0.30 CHF 0.31 CHF 200,000 200,000 192,330 192,331 53,874 CHF 55,798 CHF 100.00% 100.00%
02/07/2024 3.47% 0.30 CHF 0.31 CHF 175,000 175,000 189,320 189,318 53,622 CHF 55,515 CHF 100.00% 100.00%

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