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 2.24% 0.49 CHF 0.50 CHF 125,000 125,000 125,000 125,000 55,208 CHF 56,458 CHF 99.05% 99.05%
12/07/2024 2.58% 0.42 CHF 0.43 CHF 125,000 125,000 144,786 144,786 55,353 CHF 56,801 CHF 98.80% 98.80%
11/07/2024 2.22% 0.41 CHF 0.42 CHF 125,000 125,000 125,000 125,000 55,636 CHF 56,886 CHF 97.86% 97.86%
10/07/2024 2.47% 0.40 CHF 0.41 CHF 125,000 125,000 125,466 125,466 50,159 CHF 51,413 CHF 95.13% 95.13%
09/07/2024 2.41% 0.38 CHF 0.39 CHF 150,000 150,000 127,798 127,798 52,352 CHF 53,630 CHF 98.67% 98.67%
08/07/2024 2.52% 0.39 CHF 0.40 CHF 150,000 150,000 136,626 136,626 53,502 CHF 54,869 CHF 98.56% 98.56%
05/07/2024 3.39% 0.35 CHF 0.36 CHF 150,000 150,000 191,254 191,254 55,401 CHF 57,314 CHF 99.17% 99.17%
04/07/2024 3.42% 0.29 CHF 0.30 CHF 175,000 175,000 179,474 179,475 51,589 CHF 53,383 CHF 99.18% 99.18%
03/07/2024 3.36% 0.30 CHF 0.31 CHF 175,000 175,000 175,000 175,000 51,197 CHF 52,947 CHF 98.44% 98.44%
02/07/2024 3.50% 0.30 CHF 0.31 CHF 175,000 175,000 194,612 194,612 54,655 CHF 56,601 CHF 98.76% 98.76%

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