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 2.01% 0.39 CHF 0.40 CHF 150,000 150,000 106,776 106,776 52,484 CHF 53,552 CHF 85.08% 85.08%
12/07/2024 2.34% 0.41 CHF 0.42 CHF 125,000 125,000 125,000 125,000 52,924 CHF 54,174 CHF 98.82% 98.82%
11/07/2024 2.57% 0.41 CHF 0.42 CHF 125,000 125,000 145,544 145,544 55,927 CHF 57,383 CHF 98.43% 98.43%
10/07/2024 2.52% 0.40 CHF 0.41 CHF 125,000 125,000 143,891 143,891 56,448 CHF 57,887 CHF 95.09% 95.09%
09/07/2024 2.63% 0.40 CHF 0.41 CHF 150,000 150,000 149,736 149,736 56,141 CHF 57,639 CHF 98.66% 98.66%
08/07/2024 2.36% 0.40 CHF 0.41 CHF 125,000 125,000 125,000 125,000 52,443 CHF 53,693 CHF 98.59% 98.59%
05/07/2024 2.63% 0.43 CHF 0.44 CHF 125,000 125,000 145,883 145,883 54,714 CHF 56,173 CHF 99.17% 99.17%
04/07/2024 2.57% 0.37 CHF 0.38 CHF 150,000 150,000 146,540 146,540 56,358 CHF 57,824 CHF 99.18% 99.18%
03/07/2024 2.17% 0.41 CHF 0.42 CHF 125,000 125,000 124,540 124,540 56,832 CHF 58,078 CHF 98.44% 98.44%
02/07/2024 1.96% 0.50 CHF 0.51 CHF 100,000 100,000 100,000 100,000 50,537 CHF 51,537 CHF 98.85% 98.85%

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