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 2.02% 0.49 CHF 0.50 CHF 300,000 100,000 300,000 100,000 147,047 CHF 50,016 CHF 86.24% 86.24%
12/07/2024 2.32% 0.45 CHF 0.46 CHF 300,000 100,000 300,000 100,000 128,181 CHF 43,727 CHF 99.31% 99.31%
11/07/2024 3.03% 0.35 CHF 0.36 CHF 300,000 100,000 300,000 100,000 97,879 CHF 33,627 CHF 97.99% 97.99%
10/07/2024 2.57% 0.37 CHF 0.38 CHF 300,000 100,000 300,000 100,000 115,538 CHF 39,513 CHF 95.90% 95.90%
09/07/2024 2.65% 0.35 CHF 0.36 CHF 300,000 100,000 300,000 100,000 111,726 CHF 38,242 CHF 96.67% 96.67%
08/07/2024 2.19% 0.42 CHF 0.43 CHF 300,000 100,000 300,000 100,000 136,258 CHF 46,419 CHF 92.95% 92.95%
05/07/2024 2.42% 0.48 CHF 0.49 CHF 300,000 100,000 300,000 100,000 123,291 CHF 42,097 CHF 95.51% 95.51%
04/07/2024 2.47% 0.41 CHF 0.42 CHF 300,000 100,000 300,000 100,000 120,042 CHF 41,014 CHF 99.31% 99.31%
03/07/2024 2.27% 0.37 CHF 0.38 CHF 300,000 100,000 300,000 100,000 131,158 CHF 44,719 CHF 97.74% 97.74%
02/07/2024 1.89% 0.43 CHF 0.44 CHF 300,000 100,000 300,000 100,000 158,297 CHF 53,766 CHF 99.31% 99.31%

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