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 2.09% 0.46 CHF 0.47 CHF 110,000 100,000 110,000 100,000 51,992 CHF 48,265 CHF 98.22% 98.22%
12/07/2024 2.03% 0.49 CHF 0.50 CHF 110,000 100,000 109,410 100,000 53,324 CHF 49,744 CHF 99.01% 99.01%
11/07/2024 2.14% 0.48 CHF 0.49 CHF 110,000 100,000 111,701 100,000 51,733 CHF 47,334 CHF 99.08% 99.08%
10/07/2024 2.38% 0.43 CHF 0.44 CHF 120,000 100,000 123,048 100,000 51,139 CHF 42,600 CHF 100.00% 100.00%
09/07/2024 2.62% 0.37 CHF 0.38 CHF 140,000 100,000 138,866 100,000 52,381 CHF 38,731 CHF 99.01% 99.01%
08/07/2024 2.39% 0.40 CHF 0.41 CHF 130,000 100,000 126,298 100,000 52,291 CHF 42,427 CHF 100.00% 100.00%
05/07/2024 2.27% 0.42 CHF 0.43 CHF 120,000 100,000 120,000 100,000 52,252 CHF 44,543 CHF 98.98% 98.98%
04/07/2024 2.28% 0.44 CHF 0.45 CHF 120,000 100,000 120,000 100,000 52,040 CHF 44,367 CHF 99.50% 99.50%
03/07/2024 2.41% 0.43 CHF 0.44 CHF 120,000 100,000 127,945 100,000 52,506 CHF 42,068 CHF 100.00% 100.00%
02/07/2024 2.63% 0.38 CHF 0.39 CHF 140,000 100,000 138,311 100,000 51,997 CHF 38,613 CHF 100.00% 100.00%

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