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 2.14% 0.42 CHF 0.43 CHF 125,000 125,000 125,000 125,000 57,904 CHF 59,154 CHF 100.00% 100.00%
12/07/2024 2.30% 0.48 CHF 0.49 CHF 125,000 125,000 127,501 127,502 54,751 CHF 56,026 CHF 98.39% 98.39%
11/07/2024 2.67% 0.39 CHF 0.40 CHF 150,000 150,000 150,000 150,000 55,515 CHF 57,015 CHF 98.57% 98.57%
10/07/2024 2.71% 0.38 CHF 0.39 CHF 150,000 150,000 150,000 150,000 54,562 CHF 56,062 CHF 99.80% 99.80%
09/07/2024 2.55% 0.38 CHF 0.39 CHF 150,000 150,000 144,005 144,006 55,749 CHF 57,189 CHF 100.00% 100.00%
08/07/2024 2.49% 0.38 CHF 0.39 CHF 150,000 150,000 135,452 135,450 53,738 CHF 55,092 CHF 98.99% 98.99%
05/07/2024 2.33% 0.39 CHF 0.40 CHF 125,000 125,000 126,304 126,303 53,627 CHF 54,890 CHF 100.00% 100.00%
04/07/2024 2.53% 0.41 CHF 0.42 CHF 125,000 125,000 146,712 146,712 57,131 CHF 58,598 CHF 98.16% 98.16%
03/07/2024 2.56% 0.38 CHF 0.39 CHF 150,000 150,000 141,930 141,931 54,766 CHF 56,186 CHF 100.00% 100.00%
02/07/2024 2.85% 0.37 CHF 0.38 CHF 150,000 150,000 153,131 153,132 53,055 CHF 54,587 CHF 100.00% 100.00%

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