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 1.77% 0.56 CHF 0.57 CHF 100,000 100,000 100,133 100,133 56,035 CHF 57,037 CHF 100.00% 100.00%
12/07/2024 2.19% 0.44 CHF 0.45 CHF 125,000 125,000 124,587 124,587 56,414 CHF 57,660 CHF 98.42% 98.42%
11/07/2024 1.95% 0.50 CHF 0.51 CHF 100,000 100,000 103,896 103,896 52,598 CHF 53,637 CHF 99.67% 99.67%
10/07/2024 1.79% 0.56 CHF 0.57 CHF 100,000 100,000 100,118 100,118 55,430 CHF 56,431 CHF 99.78% 99.78%
09/07/2024 2.03% 0.46 CHF 0.47 CHF 125,000 125,000 118,102 118,105 57,642 CHF 58,824 CHF 100.00% 100.00%
08/07/2024 1.99% 0.50 CHF 0.51 CHF 100,000 100,000 112,443 112,443 55,967 CHF 57,092 CHF 98.99% 98.99%
05/07/2024 1.85% 0.51 CHF 0.52 CHF 125,000 125,000 101,723 101,723 54,375 CHF 55,392 CHF 100.00% 100.00%
04/07/2024 1.90% 0.53 CHF 0.54 CHF 100,000 100,000 100,185 100,186 52,323 CHF 53,326 CHF 98.15% 98.15%
03/07/2024 2.22% 0.49 CHF 0.50 CHF 125,000 125,000 125,779 125,781 56,229 CHF 57,488 CHF 100.00% 100.00%
02/07/2024 3.07% 0.34 CHF 0.35 CHF 175,000 175,000 170,971 170,966 54,904 CHF 56,612 CHF 100.00% 100.00%

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