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
25/07/2024 8.10% 0.17 CHF 0.19 CHF 50,000 50,000 50,000 50,000 11,726 CHF 12,705 CHF 99.57% 99.57%
24/07/2024 1.81% 0.53 CHF 0.54 CHF 100,000 100,000 100,000 100,000 54,887 CHF 55,887 CHF 100.00% 100.00%
23/07/2024 1.71% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 57,867 CHF 58,867 CHF 99.37% 99.37%
22/07/2024 1.66% 0.59 CHF 0.60 CHF 100,000 100,000 100,000 100,000 59,692 CHF 60,692 CHF 99.44% 99.44%
19/07/2024 1.77% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 56,088 CHF 57,088 CHF 100.00% 100.00%
18/07/2024 1.71% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 57,911 CHF 58,911 CHF 99.83% 99.83%
17/07/2024 2.12% 0.53 CHF 0.54 CHF 100,000 100,000 113,350 100,000 52,800 CHF 47,744 CHF 100.00% 100.00%
16/07/2024 2.07% 0.48 CHF 0.49 CHF 110,000 100,000 109,998 100,000 52,503 CHF 48,731 CHF 95.57% 95.57%
15/07/2024 1.71% 0.51 CHF 0.52 CHF 100,000 100,000 100,000 100,000 58,066 CHF 59,066 CHF 99.68% 99.68%
12/07/2024 1.71% 0.61 CHF 0.62 CHF 100,000 100,000 100,000 100,000 57,909 CHF 58,909 CHF 98.32% 98.32%

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