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 5.02% 0.26 CHF 0.27 CHF 200,000 100,000 130,591 78,552 34,287 CHF 21,279 CHF 64.15% 64.15%
12/07/2024 1.62% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 100,000 61,424 CHF 62,424 CHF 99.01% 99.01%
11/07/2024 1.70% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 58,366 CHF 59,366 CHF 91.88% 91.88%
10/07/2024 1.85% 0.55 CHF 0.56 CHF 100,000 100,000 100,105 100,000 53,543 CHF 54,492 CHF 100.00% 100.00%
09/07/2024 1.74% 0.54 CHF 0.55 CHF 100,000 100,000 100,000 100,000 56,908 CHF 57,908 CHF 100.00% 100.00%
08/07/2024 1.68% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 59,120 CHF 60,120 CHF 100.00% 100.00%
05/07/2024 1.55% 0.59 CHF 0.60 CHF 100,000 100,000 99,551 99,551 64,359 CHF 65,358 CHF 98.52% 98.52%
04/07/2024 1.63% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 60,920 CHF 61,920 CHF 100.00% 100.00%
03/07/2024 1.71% 0.60 CHF 0.61 CHF 100,000 100,000 100,000 100,000 58,123 CHF 59,123 CHF 99.82% 99.82%
02/07/2024 1.87% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 100,000 53,095 CHF 54,095 CHF 100.00% 100.00%

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