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 3.32% 0.43 CHF 0.44 CHF 120,000 50,000 126,892 50,000 51,698 CHF 21,081 CHF 98.73% 98.73%
12/07/2024 2.73% 0.43 CHF 0.44 CHF 120,000 50,000 116,557 50,000 52,400 CHF 23,137 CHF 99.38% 99.38%
11/07/2024 3.61% 0.37 CHF 0.38 CHF 140,000 50,000 139,731 50,000 51,588 CHF 19,190 CHF 98.77% 98.77%
10/07/2024 3.03% 0.38 CHF 0.40 CHF 140,000 50,000 128,937 50,000 52,125 CHF 20,844 CHF 100.00% 100.00%
09/07/2024 3.09% 0.45 CHF 0.46 CHF 120,000 50,000 131,601 50,000 52,124 CHF 20,491 CHF 100.00% 100.00%
08/07/2024 3.51% 0.45 CHF 0.47 CHF 120,000 50,000 126,157 50,000 52,072 CHF 21,405 CHF 99.79% 99.79%
05/07/2024 4.36% 0.30 CHF 0.31 CHF 169,973 50,000 169,568 50,000 47,737 CHF 14,700 CHF 99.33% 99.33%
04/07/2024 6.70% 0.20 CHF 0.22 CHF 167,417 50,000 167,518 50,000 34,065 CHF 10,868 CHF 100.00% 100.00%
03/07/2024 5.70% 0.20 CHF 0.21 CHF 167,503 50,000 168,355 50,000 36,446 CHF 11,439 CHF 99.73% 99.73%
02/07/2024 3.98% 0.30 CHF 0.31 CHF 170,000 50,000 168,005 50,000 51,073 CHF 15,832 CHF 49.26% 49.26%

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