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 2.39% 0.42 CHF 0.43 CHF 125,000 125,000 125,000 125,000 51,714 CHF 52,964 CHF 100.00% 100.00%
12/07/2024 2.33% 0.42 CHF 0.43 CHF 125,000 125,000 125,000 125,000 53,062 CHF 54,312 CHF 98.41% 98.41%
11/07/2024 2.51% 0.43 CHF 0.44 CHF 125,000 125,000 142,641 142,642 55,998 CHF 57,425 CHF 98.85% 98.85%
10/07/2024 2.57% 0.38 CHF 0.39 CHF 125,000 125,000 142,939 142,942 54,861 CHF 56,292 CHF 99.78% 99.78%
09/07/2024 2.80% 0.33 CHF 0.34 CHF 175,000 175,000 152,246 152,244 53,684 CHF 55,205 CHF 100.00% 100.00%
08/07/2024 2.82% 0.34 CHF 0.35 CHF 150,000 150,000 150,000 150,000 52,458 CHF 53,958 CHF 98.99% 98.99%
05/07/2024 2.66% 0.37 CHF 0.38 CHF 150,000 150,000 150,000 150,000 55,740 CHF 57,240 CHF 100.00% 100.00%
04/07/2024 2.71% 0.37 CHF 0.38 CHF 150,000 150,000 150,000 150,000 54,707 CHF 56,207 CHF 98.15% 98.15%
03/07/2024 2.91% 0.36 CHF 0.37 CHF 150,000 150,000 156,381 156,381 52,900 CHF 54,464 CHF 100.00% 100.00%
02/07/2024 3.37% 0.31 CHF 0.32 CHF 175,000 175,000 180,622 180,622 52,685 CHF 54,491 CHF 100.00% 100.00%

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