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 2.72% 0.38 CHF 0.39 CHF 120,000 120,000 53,530 53,530 19,999 CHF 20,536 CHF 99.99% 99.99%
12/07/2024 2.66% 0.37 CHF 0.38 CHF 120,000 120,000 53,522 53,522 20,130 CHF 20,668 CHF 100.00% 100.00%
11/07/2024 2.37% 0.41 CHF 0.42 CHF 110,000 110,000 51,578 51,578 22,089 CHF 22,608 CHF 99.99% 99.99%
10/07/2024 2.40% 0.42 CHF 0.43 CHF 110,000 110,000 51,395 51,395 21,819 CHF 22,336 CHF 100.00% 100.00%
09/07/2024 2.49% 0.41 CHF 0.42 CHF 110,000 110,000 51,403 51,403 21,211 CHF 21,728 CHF 100.00% 100.00%
08/07/2024 2.65% 0.38 CHF 0.39 CHF 120,000 120,000 53,482 53,482 20,477 CHF 21,015 CHF 100.00% 100.00%
05/07/2024 3.11% 0.36 CHF 0.37 CHF 120,000 120,000 53,221 53,221 18,150 CHF 18,688 CHF 99.89% 99.89%
04/07/2024 2.92% 0.35 CHF 0.36 CHF 50,000 50,000 39,247 39,247 13,369 CHF 13,763 CHF 100.00% 100.00%
03/07/2024 2.69% 0.35 CHF 0.36 CHF 120,000 120,000 53,523 53,523 20,026 CHF 20,563 CHF 100.00% 100.00%
02/07/2024 2.82% 0.36 CHF 0.37 CHF 120,000 120,000 52,696 52,696 19,015 CHF 19,544 CHF 100.00% 100.00%

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