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 3.04% 0.33 CHF 0.34 CHF 175,000 175,000 174,444 174,444 56,516 CHF 58,260 CHF 100.00% 100.00%
12/07/2024 2.92% 0.32 CHF 0.33 CHF 175,000 175,000 156,421 156,421 52,740 CHF 54,305 CHF 99.66% 99.66%
11/07/2024 2.79% 0.35 CHF 0.36 CHF 150,000 150,000 150,000 150,000 53,053 CHF 54,553 CHF 96.82% 96.82%
10/07/2024 2.72% 0.37 CHF 0.38 CHF 150,000 150,000 150,000 150,000 54,392 CHF 55,892 CHF 96.07% 96.07%
09/07/2024 2.74% 0.39 CHF 0.40 CHF 150,000 150,000 150,015 150,015 54,153 CHF 55,653 CHF 99.66% 99.66%
08/07/2024 3.19% 0.32 CHF 0.33 CHF 175,000 175,000 174,946 174,946 54,000 CHF 55,750 CHF 99.83% 99.83%
05/07/2024 2.90% 0.34 CHF 0.35 CHF 150,000 150,000 154,686 154,686 52,554 CHF 54,101 CHF 100.00% 100.00%
04/07/2024 2.52% 0.39 CHF 0.40 CHF 150,000 150,000 145,981 145,981 57,088 CHF 58,548 CHF 100.00% 100.00%
03/07/2024 2.44% 0.39 CHF 0.40 CHF 125,000 125,000 129,456 129,456 52,461 CHF 53,756 CHF 99.23% 99.23%
02/07/2024 2.21% 0.42 CHF 0.43 CHF 125,000 125,000 125,000 125,000 56,061 CHF 57,311 CHF 99.67% 99.67%

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