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 2.17% 0.49 CHF 0.50 CHF 110,000 50,000 101,997 50,000 51,919 CHF 26,033 CHF 94.83% 94.83%
12/07/2024 2.05% 0.55 CHF 0.56 CHF 100,000 50,000 100,000 50,000 54,486 CHF 27,806 CHF 99.01% 99.01%
11/07/2024 2.11% 0.53 CHF 0.55 CHF 100,000 50,000 100,000 50,000 50,348 CHF 25,712 CHF 99.09% 99.09%
10/07/2024 2.48% 0.47 CHF 0.49 CHF 110,000 50,000 114,070 50,000 51,708 CHF 23,241 CHF 89.06% 89.06%
09/07/2024 2.09% 0.47 CHF 0.48 CHF 110,000 50,000 110,000 50,000 52,611 CHF 24,419 CHF 100.00% 100.00%
08/07/2024 2.43% 0.47 CHF 0.48 CHF 110,000 50,000 102,594 49,819 50,990 CHF 25,389 CHF 100.00% 100.00%
05/07/2024 2.88% 0.49 CHF 0.50 CHF 110,000 50,000 110,000 50,000 52,229 CHF 24,431 CHF 98.87% 98.87%
04/07/2024 2.63% 0.46 CHF 0.47 CHF 115,246 50,000 116,469 50,000 51,346 CHF 22,632 CHF 99.58% 99.58%
03/07/2024 2.25% 0.44 CHF 0.45 CHF 116,539 50,000 116,315 50,000 51,961 CHF 22,845 CHF 99.73% 99.73%
02/07/2024 2.62% 0.44 CHF 0.45 CHF 117,226 50,000 117,294 50,000 51,153 CHF 22,385 CHF 63.43% 63.43%

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