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 2.67% 0.37 CHF 0.38 CHF 150,000 150,000 150,000 150,000 55,437 CHF 56,937 CHF 100.00% 100.00%
12/07/2024 2.59% 0.36 CHF 0.37 CHF 150,000 150,000 148,726 148,726 56,601 CHF 58,088 CHF 99.66% 99.66%
11/07/2024 2.51% 0.39 CHF 0.40 CHF 150,000 150,000 139,325 139,325 54,861 CHF 56,254 CHF 96.82% 96.82%
10/07/2024 2.46% 0.41 CHF 0.42 CHF 125,000 125,000 129,880 129,880 52,212 CHF 53,511 CHF 96.06% 96.06%
09/07/2024 2.47% 0.43 CHF 0.44 CHF 125,000 125,000 135,442 135,442 54,127 CHF 55,482 CHF 99.65% 99.65%
08/07/2024 2.82% 0.36 CHF 0.37 CHF 150,000 150,000 151,308 151,308 52,996 CHF 54,509 CHF 99.84% 99.84%
05/07/2024 2.61% 0.38 CHF 0.39 CHF 150,000 150,000 149,898 149,898 56,788 CHF 58,287 CHF 100.00% 100.00%
04/07/2024 2.32% 0.42 CHF 0.43 CHF 125,000 125,000 125,000 125,000 53,197 CHF 54,447 CHF 100.00% 100.00%
03/07/2024 2.25% 0.43 CHF 0.44 CHF 125,000 125,000 125,000 125,000 54,950 CHF 56,200 CHF 99.23% 99.23%
02/07/2024 2.07% 0.46 CHF 0.47 CHF 125,000 125,000 121,598 121,598 58,207 CHF 59,423 CHF 99.66% 99.66%

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