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 2.20% 0.45 CHF 0.46 CHF 50,000 50,000 50,000 50,000 22,501 CHF 23,001 CHF 100.00% 100.00%
12/07/2024 2.25% 0.44 CHF 0.45 CHF 50,000 50,000 50,000 50,000 22,015 CHF 22,515 CHF 100.00% 100.00%
11/07/2024 2.27% 0.43 CHF 0.44 CHF 50,000 50,000 50,000 50,000 21,806 CHF 22,306 CHF 71.57% 71.57%
10/07/2024 2.25% 0.44 CHF 0.45 CHF 50,000 50,000 50,000 50,000 22,003 CHF 22,503 CHF 100.00% 100.00%
09/07/2024 2.30% 0.43 CHF 0.44 CHF 50,000 50,000 49,994 49,994 21,496 CHF 21,996 CHF 100.00% 100.00%
08/07/2024 2.35% 0.42 CHF 0.43 CHF 50,000 50,000 50,000 50,000 21,000 CHF 21,500 CHF 100.00% 100.00%
05/07/2024 2.39% 0.40 CHF 0.41 CHF 50,000 50,000 50,000 50,000 20,634 CHF 21,134 CHF 100.00% 100.00%
04/07/2024 2.35% 0.42 CHF 0.43 CHF 50,000 50,000 50,000 50,000 21,000 CHF 21,500 CHF 100.00% 100.00%
03/07/2024 2.32% 0.42 CHF 0.43 CHF 50,000 50,000 50,000 50,000 21,266 CHF 21,766 CHF 100.00% 100.00%
02/07/2024 2.30% 0.43 CHF 0.44 CHF 50,000 50,000 50,000 50,000 21,530 CHF 22,030 CHF 100.00% 100.00%

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