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 1.75% 0.56 CHF 0.57 CHF 90,000 20,000 90,387 20,000 51,257 CHF 11,543 CHF 93.14% 93.14%
12/07/2024 1.99% 0.49 CHF 0.50 CHF 110,000 20,000 105,796 20,000 52,719 CHF 10,176 CHF 99.01% 99.01%
11/07/2024 1.87% 0.53 CHF 0.54 CHF 100,000 20,000 99,721 20,000 52,833 CHF 10,798 CHF 99.08% 99.08%
10/07/2024 1.78% 0.56 CHF 0.57 CHF 90,000 20,000 93,376 20,000 51,893 CHF 11,322 CHF 100.00% 100.00%
09/07/2024 1.92% 0.50 CHF 0.51 CHF 100,000 20,000 100,252 20,000 51,754 CHF 10,526 CHF 100.00% 100.00%
08/07/2024 1.90% 0.52 CHF 0.53 CHF 100,000 20,000 100,000 20,000 52,191 CHF 10,638 CHF 98.29% 98.29%
05/07/2024 1.83% 0.53 CHF 0.54 CHF 100,000 20,000 98,181 20,000 53,302 CHF 11,064 CHF 93.66% 93.66%
04/07/2024 1.84% 0.54 CHF 0.55 CHF 100,000 20,000 100,000 20,000 53,878 CHF 10,976 CHF 100.00% 100.00%
03/07/2024 2.01% 0.52 CHF 0.53 CHF 100,000 25,000 104,122 25,000 51,352 CHF 12,598 CHF 96.16% 96.16%
02/07/2024 2.51% 0.41 CHF 0.42 CHF 115,317 25,000 115,779 25,000 45,568 CHF 10,091 CHF 100.00% 100.00%

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