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 2.32% 0.41 CHF 0.42 CHF 130,000 100,000 120,727 100,000 51,452 CHF 43,628 CHF 98.22% 98.22%
12/07/2024 2.22% 0.45 CHF 0.46 CHF 120,000 100,000 119,216 100,000 53,214 CHF 45,646 CHF 99.01% 99.01%
11/07/2024 2.40% 0.43 CHF 0.44 CHF 120,000 100,000 125,991 100,000 51,962 CHF 42,280 CHF 99.09% 99.09%
10/07/2024 2.82% 0.37 CHF 0.38 CHF 140,000 100,000 147,642 100,000 51,550 CHF 36,003 CHF 100.00% 100.00%
09/07/2024 3.30% 0.28 CHF 0.29 CHF 180,000 100,000 173,540 100,000 51,745 CHF 30,840 CHF 100.00% 100.00%
08/07/2024 2.83% 0.33 CHF 0.34 CHF 160,000 100,000 148,208 100,000 51,681 CHF 35,892 CHF 100.00% 100.00%
05/07/2024 2.61% 0.36 CHF 0.37 CHF 140,000 100,000 137,828 100,000 52,081 CHF 38,817 CHF 98.98% 98.98%
04/07/2024 2.64% 0.38 CHF 0.39 CHF 140,000 100,000 140,000 100,000 52,378 CHF 38,413 CHF 99.50% 99.50%
03/07/2024 2.87% 0.36 CHF 0.37 CHF 140,000 100,000 150,765 100,000 51,719 CHF 35,365 CHF 100.00% 100.00%
02/07/2024 3.31% 0.31 CHF 0.32 CHF 170,000 100,000 174,086 100,000 51,707 CHF 30,746 CHF 100.00% 100.00%

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