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 3.18% 0.44 CHF 0.45 CHF 111,984 50,000 110,531 50,000 50,216 CHF 23,454 CHF 83.14% 83.14%
12/07/2024 2.13% 0.49 CHF 0.50 CHF 108,592 50,000 108,312 50,000 52,800 CHF 24,901 CHF 93.02% 93.02%
11/07/2024 2.64% 0.45 CHF 0.47 CHF 110,669 50,000 111,409 50,000 50,088 CHF 23,081 CHF 86.85% 86.85%
10/07/2024 2.72% 0.42 CHF 0.43 CHF 113,594 50,000 114,752 50,000 46,133 CHF 20,658 CHF 100.00% 100.00%
09/07/2024 3.63% 0.42 CHF 0.43 CHF 113,527 50,000 113,275 50,000 47,836 CHF 21,899 CHF 100.00% 100.00%
08/07/2024 2.94% 0.41 CHF 0.43 CHF 113,879 50,000 111,047 49,794 48,959 CHF 22,610 CHF 87.91% 87.91%
05/07/2024 2.73% 0.44 CHF 0.45 CHF 112,576 50,000 113,604 50,000 47,947 CHF 21,692 CHF 98.87% 98.87%
04/07/2024 2.97% 0.40 CHF 0.41 CHF 115,729 50,000 116,383 50,000 45,007 CHF 19,918 CHF 100.00% 100.00%
03/07/2024 3.15% 0.39 CHF 0.40 CHF 116,291 50,000 116,289 50,000 45,585 CHF 20,228 CHF 99.73% 99.73%
02/07/2024 3.35% 0.38 CHF 0.40 CHF 117,122 50,000 117,147 50,000 44,800 CHF 19,774 CHF 100.00% 100.00%

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