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 2.44% 0.43 CHF 0.44 CHF 125,000 125,000 135,581 135,581 54,735 CHF 56,091 CHF 100.00% 100.00%
12/07/2024 2.99% 0.32 CHF 0.33 CHF 175,000 175,000 165,083 165,083 54,376 CHF 56,026 CHF 99.68% 99.68%
11/07/2024 2.69% 0.35 CHF 0.36 CHF 150,000 150,000 150,000 150,000 55,138 CHF 56,638 CHF 90.18% 90.18%
10/07/2024 2.48% 0.37 CHF 0.38 CHF 150,000 150,000 132,482 132,482 52,776 CHF 54,101 CHF 96.10% 96.10%
09/07/2024 2.55% 0.40 CHF 0.41 CHF 150,000 150,000 148,682 148,682 57,492 CHF 58,979 CHF 99.66% 99.66%
08/07/2024 2.73% 0.38 CHF 0.39 CHF 150,000 150,000 150,525 150,525 54,360 CHF 55,865 CHF 99.83% 99.83%
05/07/2024 3.04% 0.34 CHF 0.35 CHF 150,000 150,000 170,941 170,941 55,360 CHF 57,069 CHF 100.00% 100.00%
04/07/2024 2.90% 0.33 CHF 0.34 CHF 150,000 150,000 154,169 154,169 52,312 CHF 53,853 CHF 100.00% 100.00%
03/07/2024 2.81% 0.35 CHF 0.36 CHF 150,000 150,000 150,000 150,000 52,665 CHF 54,165 CHF 99.23% 99.23%
02/07/2024 2.78% 0.36 CHF 0.37 CHF 150,000 150,000 150,197 150,197 53,299 CHF 54,801 CHF 99.66% 99.66%

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