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 2.07% 0.49 CHF 0.50 CHF 60,000 60,000 60,000 60,000 28,680 CHF 29,280 CHF 100.00% 100.00%
12/07/2024 2.06% 0.47 CHF 0.48 CHF 60,000 60,000 60,000 60,000 28,880 CHF 29,480 CHF 100.00% 100.00%
11/07/2024 2.07% 0.49 CHF 0.50 CHF 60,000 60,000 59,954 59,954 28,688 CHF 29,288 CHF 100.00% 100.00%
10/07/2024 1.97% 0.49 CHF 0.50 CHF 60,000 60,000 60,203 60,203 30,326 CHF 30,928 CHF 100.00% 100.00%
09/07/2024 1.94% 0.52 CHF 0.53 CHF 60,000 60,000 60,500 60,500 30,945 CHF 31,550 CHF 100.00% 100.00%
08/07/2024 2.00% 0.51 CHF 0.52 CHF 60,000 60,000 60,214 60,214 29,897 CHF 30,499 CHF 100.00% 100.00%
05/07/2024 1.92% 0.53 CHF 0.54 CHF 60,000 60,000 60,344 60,344 31,192 CHF 31,795 CHF 100.00% 100.00%
04/07/2024 1.96% 0.50 CHF 0.51 CHF 60,000 60,000 60,000 60,000 30,282 CHF 30,882 CHF 100.00% 100.00%
03/07/2024 1.87% 0.53 CHF 0.54 CHF 60,000 60,000 61,917 61,917 32,882 CHF 33,501 CHF 100.00% 100.00%
02/07/2024 1.76% 0.57 CHF 0.58 CHF 65,000 65,000 65,000 65,000 36,534 CHF 37,184 CHF 99.99% 99.99%

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