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 2.13% 0.51 CHF 0.52 CHF 50,000 50,000 50,000 50,000 26,626 CHF 27,200 CHF 98.73% 98.73%
12/07/2024 2.72% 0.51 CHF 0.53 CHF 50,000 50,000 50,000 50,000 24,685 CHF 25,363 CHF 99.38% 99.38%
11/07/2024 2.32% 0.58 CHF 0.59 CHF 50,000 50,000 50,000 50,000 28,722 CHF 29,394 CHF 99.11% 99.11%
10/07/2024 2.39% 0.56 CHF 0.57 CHF 50,000 50,000 50,000 50,000 27,005 CHF 27,656 CHF 100.00% 100.00%
09/07/2024 2.34% 0.50 CHF 0.51 CHF 50,000 50,000 50,000 50,000 27,401 CHF 28,050 CHF 100.00% 100.00%
08/07/2024 2.29% 0.49 CHF 0.51 CHF 50,000 50,000 50,000 50,000 26,797 CHF 27,416 CHF 99.79% 99.79%
05/07/2024 2.09% 0.66 CHF 0.67 CHF 50,000 50,000 50,000 50,000 33,587 CHF 34,297 CHF 99.62% 99.62%
04/07/2024 1.84% 0.75 CHF 0.77 CHF 50,000 50,000 50,000 50,000 37,547 CHF 38,244 CHF 100.00% 100.00%
03/07/2024 1.92% 0.75 CHF 0.77 CHF 50,000 50,000 50,000 50,000 36,849 CHF 37,561 CHF 99.73% 99.73%
02/07/2024 2.01% 0.66 CHF 0.67 CHF 50,000 50,000 50,000 50,000 32,729 CHF 33,395 CHF 100.00% 100.00%

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