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 2.23% 0.44 CHF 0.45 CHF 80,000 80,000 77,887 77,887 34,511 CHF 35,290 CHF 99.99% 99.99%
12/07/2024 2.04% 0.49 CHF 0.50 CHF 80,000 80,000 77,918 77,918 37,809 CHF 38,588 CHF 100.00% 100.00%
11/07/2024 2.05% 0.48 CHF 0.49 CHF 80,000 80,000 77,916 77,916 37,664 CHF 38,443 CHF 99.99% 99.99%
10/07/2024 2.10% 0.49 CHF 0.50 CHF 80,000 80,000 77,915 77,915 36,718 CHF 37,498 CHF 100.00% 100.00%
09/07/2024 2.06% 0.47 CHF 0.48 CHF 80,000 80,000 77,733 77,733 37,599 CHF 38,378 CHF 100.00% 100.00%
08/07/2024 2.02% 0.49 CHF 0.50 CHF 80,000 80,000 77,780 77,780 38,228 CHF 39,007 CHF 100.00% 100.00%
05/07/2024 1.92% 0.50 CHF 0.51 CHF 80,000 80,000 77,911 77,911 40,184 CHF 40,964 CHF 99.82% 99.82%
04/07/2024 2.01% 0.50 CHF 0.51 CHF 80,000 80,000 77,903 77,903 38,458 CHF 39,237 CHF 99.50% 99.50%
03/07/2024 2.11% 0.49 CHF 0.50 CHF 80,000 80,000 77,900 77,900 36,616 CHF 37,395 CHF 99.28% 99.28%
02/07/2024 2.55% 0.42 CHF 0.43 CHF 90,000 90,000 87,654 87,654 33,963 CHF 34,839 CHF 100.00% 100.00%

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