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 4.06% 0.48 CHF 0.50 CHF 110,000 50,000 109,952 50,000 53,024 CHF 25,113 CHF 99.72% 99.72%
12/07/2024 4.11% 0.49 CHF 0.51 CHF 110,000 50,000 109,923 50,000 52,962 CHF 25,102 CHF 99.01% 99.01%
11/07/2024 4.23% 0.48 CHF 0.50 CHF 110,000 50,000 105,980 50,000 52,188 CHF 25,700 CHF 99.09% 99.09%
10/07/2024 3.96% 0.49 CHF 0.51 CHF 110,000 50,000 103,041 50,000 50,954 CHF 25,743 CHF 63.83% 63.83%
09/07/2024 4.35% 0.48 CHF 0.50 CHF 110,000 50,000 110,000 50,000 53,018 CHF 25,168 CHF 100.00% 100.00%
08/07/2024 4.51% 0.48 CHF 0.51 CHF 110,000 50,000 102,841 50,000 51,122 CHF 26,013 CHF 100.00% 100.00%
05/07/2024 4.04% 0.52 CHF 0.54 CHF 100,000 50,000 100,000 50,000 52,877 CHF 27,529 CHF 98.86% 98.86%
04/07/2024 3.98% 0.49 CHF 0.51 CHF 110,000 50,000 105,850 50,000 52,996 CHF 26,081 CHF 100.00% 100.00%
03/07/2024 4.18% 0.53 CHF 0.55 CHF 100,000 50,000 109,701 50,000 51,360 CHF 24,434 CHF 99.82% 99.82%
02/07/2024 4.58% 0.44 CHF 0.46 CHF 120,000 50,000 120,597 50,000 51,005 CHF 22,141 CHF 100.00% 100.00%

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