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 2.12% 0.46 CHF 0.47 CHF 110,000 100,000 110,451 100,000 51,558 CHF 47,686 CHF 98.22% 98.22%
12/07/2024 2.03% 0.49 CHF 0.50 CHF 110,000 100,000 108,705 100,000 53,031 CHF 49,799 CHF 99.01% 99.01%
11/07/2024 2.18% 0.47 CHF 0.48 CHF 110,000 100,000 116,004 100,000 52,622 CHF 46,401 CHF 93.44% 93.44%
10/07/2024 2.53% 0.41 CHF 0.42 CHF 130,000 100,000 132,693 100,000 51,806 CHF 40,103 CHF 100.00% 100.00%
09/07/2024 2.91% 0.32 CHF 0.33 CHF 160,000 100,000 153,355 100,000 52,001 CHF 34,933 CHF 98.69% 98.69%
08/07/2024 2.53% 0.37 CHF 0.38 CHF 140,000 100,000 132,643 100,000 51,700 CHF 39,998 CHF 100.00% 100.00%
05/07/2024 2.36% 0.40 CHF 0.41 CHF 130,000 100,000 122,163 100,000 51,163 CHF 42,912 CHF 98.97% 98.97%
04/07/2024 2.38% 0.42 CHF 0.43 CHF 120,000 100,000 125,207 100,000 51,910 CHF 42,479 CHF 99.50% 99.50%
03/07/2024 2.57% 0.40 CHF 0.41 CHF 130,000 100,000 136,019 100,000 52,192 CHF 39,424 CHF 100.00% 100.00%
02/07/2024 2.91% 0.35 CHF 0.36 CHF 150,000 100,000 153,805 100,000 52,033 CHF 34,880 CHF 100.00% 100.00%

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