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 2.54% 0.51 CHF 0.52 CHF 100,000 100,000 144,399 144,399 56,086 CHF 57,530 CHF 86.33% 86.33%
12/07/2024 1.83% 0.55 CHF 0.56 CHF 100,000 100,000 100,000 100,000 54,082 CHF 55,082 CHF 98.82% 98.82%
11/07/2024 1.62% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 100,000 61,342 CHF 62,342 CHF 98.45% 98.45%
10/07/2024 1.62% 0.60 CHF 0.61 CHF 100,000 100,000 100,000 100,000 61,170 CHF 62,170 CHF 95.08% 95.08%
09/07/2024 1.54% 0.59 CHF 0.60 CHF 100,000 100,000 99,991 99,992 64,473 CHF 65,474 CHF 98.67% 98.67%
08/07/2024 1.74% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 57,039 CHF 58,039 CHF 98.59% 98.59%
05/07/2024 1.60% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 62,233 CHF 63,233 CHF 99.17% 99.17%
04/07/2024 1.64% 0.64 CHF 0.65 CHF 100,000 100,000 100,000 99,992 60,679 CHF 61,674 CHF 99.18% 99.18%
03/07/2024 2.04% 0.56 CHF 0.57 CHF 100,000 100,000 120,322 120,322 58,281 CHF 59,484 CHF 98.44% 98.44%
02/07/2024 2.27% 0.44 CHF 0.45 CHF 125,000 125,000 125,582 125,582 54,698 CHF 55,954 CHF 98.84% 98.84%

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