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 3.54% 0.27 CHF 0.28 CHF 200,000 200,000 200,000 200,000 55,438 CHF 57,438 CHF 99.81% 99.81%
12/07/2024 3.33% 0.27 CHF 0.28 CHF 200,000 200,000 179,562 179,562 53,030 CHF 54,826 CHF 99.76% 99.76%
11/07/2024 2.91% 0.30 CHF 0.31 CHF 175,000 175,000 157,733 157,733 53,519 CHF 55,096 CHF 100.00% 100.00%
10/07/2024 2.75% 0.36 CHF 0.37 CHF 150,000 150,000 150,000 150,000 53,799 CHF 55,299 CHF 94.51% 94.51%
09/07/2024 2.83% 0.36 CHF 0.37 CHF 150,000 150,000 150,000 150,000 52,281 CHF 53,781 CHF 99.48% 99.48%
08/07/2024 2.78% 0.34 CHF 0.35 CHF 150,000 150,000 150,000 150,000 53,270 CHF 54,770 CHF 99.81% 99.81%
05/07/2024 2.87% 0.35 CHF 0.36 CHF 150,000 150,000 150,000 150,000 51,517 CHF 53,017 CHF 99.81% 99.81%
04/07/2024 2.88% 0.35 CHF 0.36 CHF 150,000 150,000 150,000 150,000 51,309 CHF 52,809 CHF 99.81% 99.81%
03/07/2024 2.82% 0.35 CHF 0.36 CHF 150,000 150,000 150,000 150,000 52,397 CHF 53,897 CHF 99.14% 99.14%
02/07/2024 2.90% 0.34 CHF 0.35 CHF 150,000 150,000 151,314 151,314 51,341 CHF 52,854 CHF 99.42% 99.42%

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