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 2.02% 0.47 CHF 0.48 CHF 110,000 50,000 105,737 50,000 51,924 CHF 25,077 CHF 98.52% 98.52%
12/07/2024 2.05% 0.47 CHF 0.48 CHF 110,000 50,000 107,846 50,000 52,110 CHF 24,676 CHF 99.38% 99.38%
11/07/2024 2.05% 0.47 CHF 0.48 CHF 110,000 50,000 109,417 50,000 52,934 CHF 24,693 CHF 99.16% 99.16%
10/07/2024 2.30% 0.46 CHF 0.47 CHF 110,000 50,000 119,743 50,000 51,581 CHF 22,040 CHF 91.61% 91.61%
09/07/2024 2.30% 0.42 CHF 0.43 CHF 120,415 50,000 119,898 50,000 51,508 CHF 21,980 CHF 92.09% 92.09%
08/07/2024 2.33% 0.42 CHF 0.43 CHF 120,241 50,000 119,763 50,000 50,733 CHF 21,681 CHF 91.66% 91.66%
05/07/2024 2.38% 0.41 CHF 0.42 CHF 120,766 50,000 120,226 50,000 49,989 CHF 21,291 CHF 86.94% 86.94%
04/07/2024 2.37% 0.42 CHF 0.43 CHF 120,000 50,000 120,457 50,000 50,220 CHF 21,347 CHF 78.88% 78.88%
03/07/2024 2.59% 0.39 CHF 0.40 CHF 121,853 50,000 122,227 50,000 46,644 CHF 19,582 CHF 99.73% 99.73%
02/07/2024 2.81% 0.38 CHF 0.39 CHF 122,454 50,000 123,454 50,000 43,425 CHF 18,090 CHF 100.00% 100.00%

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