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 3.29% 0.35 CHF 0.36 CHF 150,000 50,000 138,892 50,000 51,815 CHF 19,305 CHF 98.73% 98.73%
12/07/2024 3.63% 0.35 CHF 0.37 CHF 150,000 50,000 153,334 50,000 51,818 CHF 17,547 CHF 92.40% 92.40%
11/07/2024 3.22% 0.42 CHF 0.43 CHF 120,000 50,000 124,504 50,000 51,706 CHF 21,489 CHF 98.77% 98.77%
10/07/2024 3.36% 0.40 CHF 0.41 CHF 130,000 50,000 136,246 50,000 52,000 CHF 19,747 CHF 100.00% 100.00%
09/07/2024 3.54% 0.34 CHF 0.35 CHF 150,000 50,000 134,030 50,000 51,894 CHF 20,130 CHF 100.00% 100.00%
08/07/2024 3.47% 0.34 CHF 0.35 CHF 150,000 50,000 137,948 50,000 51,844 CHF 19,495 CHF 99.79% 99.79%
05/07/2024 2.38% 0.50 CHF 0.52 CHF 100,000 50,000 100,663 50,000 51,725 CHF 26,318 CHF 99.36% 99.36%
04/07/2024 2.35% 0.59 CHF 0.61 CHF 90,000 50,000 90,000 50,000 53,337 CHF 30,335 CHF 100.00% 100.00%
03/07/2024 2.36% 0.59 CHF 0.61 CHF 90,000 50,000 92,680 50,000 53,589 CHF 29,663 CHF 99.65% 99.65%
02/07/2024 2.74% 0.50 CHF 0.51 CHF 100,000 50,000 103,851 50,000 51,502 CHF 25,509 CHF 99.62% 99.62%

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