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 3.20% 0.41 CHF 0.42 CHF 125,000 125,000 172,275 172,275 52,968 CHF 54,691 CHF 85.08% 85.08%
12/07/2024 2.26% 0.45 CHF 0.46 CHF 125,000 125,000 125,000 125,000 54,660 CHF 55,910 CHF 98.84% 98.84%
11/07/2024 1.98% 0.46 CHF 0.47 CHF 125,000 125,000 105,000 105,000 52,390 CHF 53,440 CHF 98.16% 98.16%
10/07/2024 1.99% 0.49 CHF 0.50 CHF 125,000 125,000 105,560 105,560 52,519 CHF 53,574 CHF 95.12% 95.12%
09/07/2024 1.88% 0.48 CHF 0.49 CHF 100,000 100,000 100,528 100,528 52,942 CHF 53,947 CHF 98.67% 98.67%
08/07/2024 2.14% 0.48 CHF 0.49 CHF 125,000 125,000 125,000 125,000 57,907 CHF 59,157 CHF 98.59% 98.59%
05/07/2024 1.93% 0.47 CHF 0.48 CHF 125,000 125,000 104,376 104,376 53,466 CHF 54,510 CHF 99.17% 99.17%
04/07/2024 1.98% 0.53 CHF 0.54 CHF 100,000 100,000 112,147 112,147 56,067 CHF 57,188 CHF 99.18% 99.18%
03/07/2024 2.51% 0.45 CHF 0.46 CHF 125,000 125,000 145,059 145,059 57,021 CHF 58,472 CHF 98.45% 98.45%
02/07/2024 2.83% 0.35 CHF 0.36 CHF 150,000 150,000 150,583 150,583 52,475 CHF 53,980 CHF 98.82% 98.82%

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