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 2.00% 0.48 CHF 0.49 CHF 140,000 140,000 142,885 142,885 70,633 CHF 72,062 CHF 100.00% 100.00%
12/07/2024 2.03% 0.46 CHF 0.47 CHF 140,000 140,000 141,565 141,565 69,060 CHF 70,476 CHF 100.00% 100.00%
11/07/2024 2.12% 0.47 CHF 0.48 CHF 140,000 140,000 139,863 139,863 65,493 CHF 66,893 CHF 99.63% 99.63%
10/07/2024 2.26% 0.45 CHF 0.46 CHF 140,000 140,000 137,948 137,948 60,420 CHF 61,800 CHF 100.00% 100.00%
09/07/2024 2.32% 0.44 CHF 0.45 CHF 140,000 140,000 136,593 136,593 58,358 CHF 59,724 CHF 99.74% 99.74%
08/07/2024 2.45% 0.41 CHF 0.42 CHF 136,000 136,000 135,439 135,439 54,710 CHF 56,064 CHF 100.00% 100.00%
05/07/2024 2.37% 0.42 CHF 0.43 CHF 136,000 136,000 135,449 135,449 56,395 CHF 57,750 CHF 99.81% 99.81%
04/07/2024 2.25% 0.43 CHF 0.44 CHF 136,000 136,000 137,906 137,906 60,502 CHF 61,881 CHF 100.00% 100.00%
03/07/2024 2.18% 0.44 CHF 0.45 CHF 136,000 136,000 139,184 139,184 63,160 CHF 64,552 CHF 100.00% 100.00%
02/07/2024 2.01% 0.49 CHF 0.50 CHF 144,000 144,000 143,406 143,406 70,584 CHF 72,018 CHF 99.99% 99.99%

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