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 1.78% 0.51 CHF 0.52 CHF 100,000 100,000 100,000 100,000 55,758 CHF 56,758 CHF 99.72% 99.72%
12/07/2024 1.83% 0.59 CHF 0.60 CHF 100,000 100,000 100,528 100,000 54,571 CHF 55,312 CHF 97.14% 97.14%
11/07/2024 2.06% 0.50 CHF 0.51 CHF 100,000 100,000 108,876 100,000 52,216 CHF 48,981 CHF 99.09% 99.09%
10/07/2024 2.14% 0.48 CHF 0.49 CHF 110,000 100,000 112,787 100,000 52,042 CHF 47,172 CHF 98.75% 98.75%
09/07/2024 2.05% 0.48 CHF 0.49 CHF 110,000 100,000 109,049 100,000 52,768 CHF 49,403 CHF 100.00% 100.00%
08/07/2024 2.01% 0.48 CHF 0.49 CHF 110,000 100,000 106,553 100,000 52,440 CHF 50,244 CHF 98.75% 98.75%
05/07/2024 1.92% 0.49 CHF 0.50 CHF 110,000 100,000 101,604 100,000 52,329 CHF 52,547 CHF 98.35% 98.35%
04/07/2024 2.08% 0.50 CHF 0.51 CHF 100,000 100,000 108,965 100,000 51,791 CHF 48,555 CHF 100.00% 100.00%
03/07/2024 2.10% 0.47 CHF 0.48 CHF 110,000 100,000 110,451 100,000 51,963 CHF 48,054 CHF 98.28% 98.28%
02/07/2024 2.35% 0.45 CHF 0.46 CHF 120,000 100,000 123,821 100,000 52,161 CHF 43,172 CHF 98.91% 98.91%

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