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
25/07/2024 3.02% 0.48 CHF 0.50 CHF 82,196 50,000 82,874 50,000 43,645 CHF 27,137 CHF 98.19% 98.19%
24/07/2024 4.03% 0.43 CHF 0.44 CHF 81,719 50,000 81,551 50,000 32,455 CHF 20,713 CHF 100.00% 100.00%
23/07/2024 4.55% 0.36 CHF 0.38 CHF 81,470 50,000 81,654 50,000 30,954 CHF 19,833 CHF 100.00% 100.00%
22/07/2024 4.61% 0.35 CHF 0.37 CHF 81,140 50,000 80,991 50,000 28,431 CHF 18,366 CHF 100.00% 100.00%
19/07/2024 3.59% 0.46 CHF 0.48 CHF 82,641 50,000 82,616 50,000 37,637 CHF 23,606 CHF 99.97% 99.97%
18/07/2024 4.03% 0.48 CHF 0.50 CHF 82,595 50,000 70,347 44,782 32,648 CHF 21,553 CHF 100.00% 100.00%
17/07/2024 4.43% 0.52 CHF 0.54 CHF 25,000 25,000 25,000 25,000 13,141 CHF 13,735 CHF 79.70% 79.70%
16/07/2024 1.34% 0.98 CHF 0.99 CHF 60,000 50,000 52,053 50,000 52,819 CHF 51,478 CHF 100.00% 100.00%
15/07/2024 1.58% 1.02 CHF 1.04 CHF 50,000 50,000 54,886 50,000 54,890 CHF 50,868 CHF 99.68% 99.68%

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