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 1.79% 0.58 CHF 0.59 CHF 120,000 120,000 53,526 53,526 30,561 CHF 31,098 CHF 100.00% 100.00%
12/07/2024 1.76% 0.57 CHF 0.58 CHF 110,000 110,000 51,392 51,392 29,505 CHF 30,022 CHF 100.00% 100.00%
11/07/2024 1.57% 0.62 CHF 0.63 CHF 100,000 100,000 47,068 47,068 30,523 CHF 30,996 CHF 100.00% 100.00%
10/07/2024 1.59% 0.64 CHF 0.65 CHF 100,000 100,000 46,865 46,865 30,184 CHF 30,654 CHF 100.00% 100.00%
09/07/2024 1.66% 0.62 CHF 0.63 CHF 100,000 100,000 47,718 47,718 29,696 CHF 30,176 CHF 100.00% 100.00%
08/07/2024 1.75% 0.58 CHF 0.59 CHF 110,000 110,000 51,347 51,347 29,963 CHF 30,479 CHF 100.00% 100.00%
05/07/2024 2.01% 0.56 CHF 0.57 CHF 120,000 120,000 52,431 52,431 27,714 CHF 28,245 CHF 99.89% 99.89%
04/07/2024 1.85% 0.54 CHF 0.55 CHF 50,000 50,000 39,248 39,248 21,165 CHF 21,559 CHF 100.00% 100.00%
03/07/2024 1.78% 0.54 CHF 0.55 CHF 110,000 110,000 51,101 51,101 29,103 CHF 29,616 CHF 100.00% 100.00%
02/07/2024 1.87% 0.55 CHF 0.56 CHF 120,000 120,000 52,074 52,074 28,491 CHF 29,015 CHF 100.00% 100.00%

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