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 3.01% 0.52 CHF 0.53 CHF 100,000 50,000 113,790 50,000 52,142 CHF 23,693 CHF 96.88% 96.88%
12/07/2024 2.88% 0.45 CHF 0.46 CHF 120,000 50,000 106,714 50,000 52,190 CHF 25,196 CHF 99.01% 99.01%
11/07/2024 2.68% 0.45 CHF 0.47 CHF 120,000 50,000 106,202 50,000 52,129 CHF 25,307 CHF 99.00% 99.00%
10/07/2024 2.39% 0.54 CHF 0.56 CHF 100,000 50,000 94,109 50,000 52,439 CHF 28,564 CHF 100.00% 100.00%
09/07/2024 2.53% 0.56 CHF 0.58 CHF 90,000 50,000 97,227 50,000 52,320 CHF 27,630 CHF 100.00% 100.00%
08/07/2024 2.72% 0.51 CHF 0.53 CHF 100,000 50,000 105,343 50,000 51,473 CHF 25,153 CHF 100.00% 100.00%
05/07/2024 2.83% 0.50 CHF 0.52 CHF 100,000 50,000 106,895 50,000 51,864 CHF 24,993 CHF 98.87% 98.87%
04/07/2024 3.56% 0.37 CHF 0.38 CHF 140,000 50,000 135,501 50,000 51,856 CHF 19,868 CHF 100.00% 100.00%
03/07/2024 3.20% 0.41 CHF 0.43 CHF 130,000 50,000 120,999 50,000 52,305 CHF 22,332 CHF 99.73% 99.73%
02/07/2024 2.81% 0.43 CHF 0.45 CHF 120,000 50,000 111,394 50,000 52,093 CHF 24,116 CHF 99.04% 99.04%

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