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 2.46% 0.39 CHF 0.40 CHF 130,000 50,000 129,846 50,000 52,059 CHF 20,551 CHF 98.72% 98.72%
12/07/2024 2.58% 0.41 CHF 0.42 CHF 130,000 50,000 137,422 50,000 52,660 CHF 19,676 CHF 99.38% 99.38%
11/07/2024 2.72% 0.38 CHF 0.39 CHF 140,000 75,000 141,465 75,000 51,356 CHF 27,987 CHF 99.15% 99.15%
10/07/2024 2.94% 0.36 CHF 0.37 CHF 140,000 75,000 156,014 75,000 52,209 CHF 25,870 CHF 100.00% 100.00%
09/07/2024 2.72% 0.34 CHF 0.35 CHF 150,000 75,000 143,554 75,000 52,032 CHF 27,959 CHF 100.00% 100.00%
08/07/2024 2.65% 0.37 CHF 0.38 CHF 140,000 50,000 139,860 50,000 52,052 CHF 19,109 CHF 100.00% 100.00%
05/07/2024 2.38% 0.39 CHF 0.40 CHF 130,000 50,000 123,274 50,000 51,110 CHF 21,262 CHF 99.62% 99.62%
04/07/2024 2.52% 0.40 CHF 0.41 CHF 130,000 50,000 131,067 50,000 51,269 CHF 20,063 CHF 100.00% 100.00%
03/07/2024 2.64% 0.39 CHF 0.40 CHF 130,000 75,000 139,458 75,000 52,222 CHF 28,839 CHF 99.73% 99.73%
02/07/2024 2.81% 0.36 CHF 0.37 CHF 140,000 50,000 147,922 50,000 51,856 CHF 18,035 CHF 100.00% 100.00%

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