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 4.16% 0.52 CHF 0.53 CHF 120,000 120,000 54,047 54,047 28,627 CHF 29,603 CHF 100.00% 100.00%
12/07/2024 3.50% 0.53 CHF 0.54 CHF 120,000 120,000 54,677 54,677 27,692 CHF 28,522 CHF 100.00% 100.00%
11/07/2024 3.85% 0.46 CHF 0.47 CHF 122,000 122,000 55,172 55,172 25,451 CHF 26,288 CHF 99.83% 99.83%
10/07/2024 3.69% 0.46 CHF 0.47 CHF 122,000 122,000 54,891 54,891 25,987 CHF 26,820 CHF 100.00% 100.00%
09/07/2024 4.21% 0.51 CHF 0.52 CHF 120,000 120,000 53,765 53,765 28,731 CHF 29,703 CHF 99.73% 99.73%
08/07/2024 3.74% 0.59 CHF 0.60 CHF 118,000 118,000 53,240 53,240 32,254 CHF 33,222 CHF 100.00% 100.00%
05/07/2024 3.68% 0.60 CHF 0.61 CHF 118,000 118,000 52,334 52,334 32,081 CHF 33,028 CHF 99.81% 99.81%
04/07/2024 3.94% 0.64 CHF 0.66 CHF 47,000 47,000 37,434 37,434 23,679 CHF 24,582 CHF 99.98% 99.98%
03/07/2024 3.51% 0.63 CHF 0.64 CHF 116,000 116,000 52,038 52,038 33,817 CHF 34,760 CHF 99.98% 99.98%
02/07/2024 3.46% 0.65 CHF 0.66 CHF 116,000 116,000 51,750 51,750 34,076 CHF 35,014 CHF 100.00% 100.00%

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