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 2.21% 0.52 CHF 0.53 CHF 96,178 50,000 95,961 50,000 50,631 CHF 26,977 CHF 99.69% 99.69%
12/07/2024 2.48% 0.53 CHF 0.55 CHF 95,982 50,000 96,076 50,000 50,977 CHF 27,205 CHF 99.01% 99.01%
11/07/2024 2.98% 0.54 CHF 0.55 CHF 94,974 50,000 97,572 50,000 50,793 CHF 26,823 CHF 99.08% 99.08%
10/07/2024 2.22% 0.53 CHF 0.54 CHF 97,666 50,000 99,838 50,000 50,658 CHF 25,940 CHF 100.00% 100.00%
09/07/2024 2.36% 0.50 CHF 0.51 CHF 100,000 50,000 97,994 50,000 51,154 CHF 26,729 CHF 100.00% 100.00%
08/07/2024 2.59% 0.50 CHF 0.51 CHF 100,000 50,000 100,302 50,000 49,946 CHF 25,551 CHF 84.18% 84.18%
05/07/2024 2.23% 0.49 CHF 0.51 CHF 102,388 50,000 102,169 50,000 50,360 CHF 25,205 CHF 78.90% 78.90%
04/07/2024 2.31% 0.48 CHF 0.50 CHF 103,898 50,000 106,005 50,000 50,449 CHF 24,352 CHF 100.00% 100.00%
03/07/2024 2.72% 0.43 CHF 0.45 CHF 112,744 50,000 113,849 50,000 49,180 CHF 22,197 CHF 99.82% 99.82%
02/07/2024 3.01% 0.40 CHF 0.41 CHF 121,970 50,000 122,788 50,000 47,991 CHF 20,139 CHF 100.00% 100.00%

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