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 2.16% 0.58 CHF 0.60 CHF 50,000 50,000 50,000 50,000 28,081 CHF 28,695 CHF 98.73% 98.73%
12/07/2024 2.23% 0.58 CHF 0.60 CHF 50,000 50,000 50,000 50,000 30,137 CHF 30,815 CHF 99.38% 99.38%
11/07/2024 2.56% 0.52 CHF 0.53 CHF 50,000 50,000 50,000 50,000 26,108 CHF 26,785 CHF 98.77% 98.77%
10/07/2024 2.31% 0.54 CHF 0.55 CHF 50,000 50,000 50,000 50,000 27,844 CHF 28,495 CHF 100.00% 100.00%
09/07/2024 2.37% 0.60 CHF 0.61 CHF 50,000 50,000 50,000 50,000 27,491 CHF 28,149 CHF 100.00% 100.00%
08/07/2024 2.41% 0.61 CHF 0.62 CHF 50,000 50,000 50,000 50,000 28,314 CHF 29,005 CHF 99.79% 99.79%
05/07/2024 3.13% 0.45 CHF 0.46 CHF 50,000 50,000 50,000 50,000 21,703 CHF 22,393 CHF 99.62% 99.62%
04/07/2024 3.31% 0.36 CHF 0.37 CHF 50,000 50,000 50,000 50,000 17,868 CHF 18,468 CHF 100.00% 100.00%
03/07/2024 3.80% 0.35 CHF 0.37 CHF 50,000 50,000 50,000 50,000 18,439 CHF 19,151 CHF 99.73% 99.73%
02/07/2024 2.91% 0.45 CHF 0.46 CHF 50,000 50,000 50,000 50,000 22,605 CHF 23,270 CHF 99.96% 99.96%

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