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 19.82% 0.18 CHF 0.25 CHF 10,000 10,000 98,391 25,279 20,383 CHF 5,722 CHF 98.68% 98.68%
24/07/2024 3.94% 0.25 CHF 0.26 CHF 200,000 50,000 201,467 50,000 50,165 CHF 12,953 CHF 99.99% 99.99%
23/07/2024 4.15% 0.22 CHF 0.23 CHF 230,000 50,000 213,524 50,000 50,418 CHF 12,324 CHF 100.00% 100.00%
22/07/2024 4.03% 0.23 CHF 0.24 CHF 220,000 50,000 208,342 50,000 50,667 CHF 12,686 CHF 100.00% 100.00%
19/07/2024 3.76% 0.27 CHF 0.28 CHF 190,000 50,000 197,285 50,000 51,533 CHF 13,567 CHF 99.99% 99.99%
18/07/2024 3.07% 0.30 CHF 0.31 CHF 170,000 50,000 160,427 49,969 51,725 CHF 16,638 CHF 98.68% 98.68%
17/07/2024 2.80% 0.33 CHF 0.34 CHF 160,000 50,000 145,554 50,000 51,252 CHF 18,133 CHF 100.00% 100.00%
16/07/2024 5.19% 0.32 CHF 0.33 CHF 160,000 50,000 145,302 45,211 45,822 CHF 14,749 CHF 100.00% 100.00%
15/07/2024 3.03% 0.35 CHF 0.36 CHF 150,000 50,000 161,163 50,000 52,319 CHF 16,744 CHF 99.76% 99.76%
12/07/2024 3.07% 0.33 CHF 0.34 CHF 160,000 50,000 160,499 49,990 51,517 CHF 16,548 CHF 97.74% 97.74%

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