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% 0.52 CHF 0.53 CHF 100,000 50,000 98,655 50,000 53,268 CHF 27,608 CHF 94.83% 94.83%
12/07/2024 1.85% 0.58 CHF 0.59 CHF 90,000 50,000 90,000 50,000 51,843 CHF 29,338 CHF 99.01% 99.01%
11/07/2024 2.55% 0.57 CHF 0.58 CHF 90,000 50,000 99,911 50,000 53,373 CHF 27,403 CHF 99.09% 99.09%
10/07/2024 2.72% 0.51 CHF 0.52 CHF 100,000 50,000 108,764 50,000 52,746 CHF 24,928 CHF 100.00% 100.00%
09/07/2024 2.28% 0.50 CHF 0.51 CHF 100,000 50,000 100,000 50,000 50,838 CHF 26,003 CHF 100.00% 100.00%
08/07/2024 2.30% 0.50 CHF 0.51 CHF 100,000 50,000 99,458 49,819 52,461 CHF 26,887 CHF 100.00% 100.00%
05/07/2024 2.31% 0.52 CHF 0.53 CHF 100,000 50,000 101,714 50,000 51,657 CHF 26,002 CHF 98.87% 98.87%
04/07/2024 2.23% 0.49 CHF 0.50 CHF 110,000 50,000 110,000 50,000 51,934 CHF 24,139 CHF 100.00% 100.00%
03/07/2024 2.17% 0.47 CHF 0.48 CHF 110,000 50,000 110,000 50,000 52,459 CHF 24,368 CHF 99.73% 99.73%
02/07/2024 2.41% 0.47 CHF 0.48 CHF 110,000 50,000 110,000 50,000 51,736 CHF 24,091 CHF 100.00% 100.00%

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