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
25/07/2024 2.77% 0.38 CHF 0.39 CHF 150,000 150,000 150,000 150,000 53,420 CHF 54,920 CHF 99.38% 99.38%
24/07/2024 2.63% 0.39 CHF 0.40 CHF 150,000 150,000 149,438 149,438 56,061 CHF 57,555 CHF 99.39% 99.39%
23/07/2024 2.41% 0.40 CHF 0.41 CHF 125,000 125,000 125,000 125,000 51,345 CHF 52,595 CHF 99.38% 99.38%
22/07/2024 2.31% 0.42 CHF 0.43 CHF 125,000 125,000 125,000 125,000 53,407 CHF 54,657 CHF 99.39% 99.39%
19/07/2024 2.53% 0.39 CHF 0.40 CHF 125,000 125,000 145,204 145,204 56,748 CHF 58,200 CHF 98.98% 98.98%
18/07/2024 2.46% 0.40 CHF 0.41 CHF 125,000 125,000 125,542 125,542 50,362 CHF 51,617 CHF 97.12% 97.12%
17/07/2024 2.42% 0.40 CHF 0.41 CHF 125,000 125,000 125,000 125,000 51,005 CHF 52,255 CHF 98.83% 98.83%
16/07/2024 2.31% 0.42 CHF 0.43 CHF 125,000 125,000 125,000 125,000 53,459 CHF 54,709 CHF 99.38% 99.38%
15/07/2024 2.20% 0.44 CHF 0.45 CHF 125,000 125,000 125,000 125,000 56,218 CHF 57,468 CHF 99.38% 99.38%
12/07/2024 2.16% 0.47 CHF 0.48 CHF 125,000 125,000 125,000 125,000 57,172 CHF 58,422 CHF 99.05% 99.05%

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