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 4.09% 0.48 CHF 0.50 CHF 110,000 50,000 110,000 50,000 52,726 CHF 24,966 CHF 99.72% 99.72%
12/07/2024 4.13% 0.48 CHF 0.50 CHF 110,000 50,000 110,000 50,000 52,226 CHF 24,739 CHF 99.01% 99.01%
11/07/2024 4.12% 0.48 CHF 0.50 CHF 110,000 50,000 110,000 50,000 53,640 CHF 25,407 CHF 99.08% 99.08%
10/07/2024 4.03% 0.49 CHF 0.51 CHF 110,000 50,000 105,914 50,000 51,997 CHF 25,573 CHF 63.83% 63.83%
09/07/2024 4.13% 0.47 CHF 0.49 CHF 110,000 50,000 110,000 50,000 52,318 CHF 24,785 CHF 100.00% 100.00%
08/07/2024 4.17% 0.48 CHF 0.50 CHF 110,000 50,000 104,182 50,000 51,328 CHF 25,702 CHF 100.00% 100.00%
05/07/2024 3.79% 0.51 CHF 0.53 CHF 100,000 50,000 100,000 50,000 51,834 CHF 26,919 CHF 98.86% 98.86%
04/07/2024 4.34% 0.48 CHF 0.51 CHF 110,000 50,000 106,578 50,000 52,328 CHF 25,671 CHF 100.00% 100.00%
03/07/2024 4.22% 0.52 CHF 0.54 CHF 100,000 50,000 110,387 50,000 51,116 CHF 24,181 CHF 99.82% 99.82%
02/07/2024 4.61% 0.44 CHF 0.46 CHF 120,000 50,000 120,773 50,000 50,980 CHF 22,105 CHF 100.00% 100.00%

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