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 2.28% 0.42 CHF 0.43 CHF 120,000 50,000 120,788 50,000 52,382 CHF 22,191 CHF 99.72% 99.72%
12/07/2024 2.23% 0.45 CHF 0.46 CHF 120,000 50,000 120,000 50,000 53,232 CHF 22,680 CHF 99.01% 99.01%
11/07/2024 2.16% 0.46 CHF 0.47 CHF 110,000 50,000 113,610 50,000 51,988 CHF 23,393 CHF 99.08% 99.08%
10/07/2024 2.27% 0.44 CHF 0.45 CHF 120,000 50,000 120,000 50,000 52,191 CHF 22,246 CHF 100.00% 100.00%
09/07/2024 2.38% 0.40 CHF 0.41 CHF 130,000 50,000 125,570 50,000 52,088 CHF 21,253 CHF 100.00% 100.00%
08/07/2024 2.27% 0.43 CHF 0.44 CHF 120,000 50,000 120,003 50,000 52,263 CHF 22,276 CHF 100.00% 100.00%
05/07/2024 2.36% 0.42 CHF 0.43 CHF 120,000 50,000 121,400 50,000 50,833 CHF 21,441 CHF 98.86% 98.86%
04/07/2024 2.39% 0.42 CHF 0.43 CHF 120,000 50,000 125,294 50,000 51,744 CHF 21,162 CHF 100.00% 100.00%
03/07/2024 2.55% 0.40 CHF 0.41 CHF 130,000 50,000 133,005 50,000 51,477 CHF 19,860 CHF 99.82% 99.82%
02/07/2024 2.55% 0.40 CHF 0.41 CHF 130,000 50,000 134,534 50,000 52,051 CHF 19,858 CHF 100.00% 100.00%

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