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 2.37% 0.54 CHF 0.56 CHF 100,000 75,000 98,524 75,000 53,766 CHF 41,939 CHF 99.72% 99.72%
12/07/2024 2.48% 0.54 CHF 0.56 CHF 100,000 75,000 93,550 75,000 52,286 CHF 43,033 CHF 98.16% 98.16%
11/07/2024 2.39% 0.50 CHF 0.52 CHF 100,000 75,000 98,866 75,000 52,789 CHF 41,042 CHF 99.07% 99.07%
10/07/2024 2.04% 0.64 CHF 0.66 CHF 100,000 100,000 94,141 94,141 62,725 CHF 63,971 CHF 100.00% 100.00%
09/07/2024 1.83% 0.66 CHF 0.67 CHF 100,000 100,000 100,000 100,000 66,239 CHF 67,460 CHF 100.00% 100.00%
08/07/2024 2.11% 0.64 CHF 0.65 CHF 80,000 75,000 89,712 75,000 53,611 CHF 45,785 CHF 99.61% 99.61%
05/07/2024 2.54% 0.56 CHF 0.57 CHF 90,000 75,000 98,196 75,000 52,693 CHF 41,327 CHF 98.98% 98.98%
04/07/2024 2.51% 0.54 CHF 0.55 CHF 100,000 75,000 97,558 75,000 53,484 CHF 42,187 CHF 100.00% 100.00%
03/07/2024 2.31% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 57,280 CHF 58,621 CHF 100.00% 100.00%
02/07/2024 1.89% 0.66 CHF 0.67 CHF 100,000 100,000 100,000 100,000 69,972 CHF 71,305 CHF 97.57% 97.57%

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