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 4.16% 0.24 CHF 0.25 CHF 210,000 100,000 214,178 100,000 50,448 CHF 24,582 CHF 14.12% 94.58%
12/07/2024 - 0.19 CHF 0.23 CHF 270,000 100,000 0 0 0 CHF 0 CHF 0.00% 98.38%
11/07/2024 4.72% 0.25 CHF 0.26 CHF 200,000 100,000 243,727 100,000 50,415 CHF 21,862 CHF 99.09% 99.09%
10/07/2024 2.67% 0.31 CHF 0.32 CHF 170,000 100,000 140,307 100,000 51,904 CHF 38,123 CHF 100.00% 100.00%
09/07/2024 2.77% 0.38 CHF 0.39 CHF 140,000 100,000 145,167 100,000 51,728 CHF 36,691 CHF 100.00% 100.00%
08/07/2024 2.57% 0.38 CHF 0.39 CHF 140,000 100,000 134,959 100,000 51,756 CHF 39,462 CHF 100.00% 100.00%
05/07/2024 2.56% 0.43 CHF 0.44 CHF 120,000 100,000 135,379 100,000 52,248 CHF 39,697 CHF 98.81% 98.81%
04/07/2024 2.49% 0.37 CHF 0.38 CHF 140,000 100,000 130,296 100,000 51,616 CHF 40,680 CHF 100.00% 100.00%
03/07/2024 2.22% 0.46 CHF 0.47 CHF 110,000 100,000 118,205 100,000 52,691 CHF 45,599 CHF 99.73% 99.73%
02/07/2024 2.11% 0.44 CHF 0.45 CHF 120,000 100,000 112,261 100,000 52,661 CHF 47,960 CHF 100.00% 100.00%

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