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 2.09% 0.46 CHF 0.47 CHF 110,000 50,000 109,657 50,000 51,886 CHF 24,195 CHF 85.97% 85.97%
24/07/2024 2.51% 0.41 CHF 0.42 CHF 130,000 50,000 130,009 50,000 51,182 CHF 20,184 CHF 100.00% 100.00%
23/07/2024 2.57% 0.39 CHF 0.40 CHF 130,000 50,000 134,754 50,000 51,755 CHF 19,716 CHF 98.41% 98.41%
22/07/2024 2.49% 0.37 CHF 0.38 CHF 140,000 50,000 130,868 50,000 51,807 CHF 20,363 CHF 100.00% 100.00%
19/07/2024 2.44% 0.42 CHF 0.43 CHF 120,000 50,000 128,188 50,000 51,899 CHF 20,759 CHF 100.00% 100.00%
18/07/2024 2.60% 0.38 CHF 0.39 CHF 140,000 50,000 138,273 50,000 52,489 CHF 19,487 CHF 100.00% 100.00%
17/07/2024 2.69% 0.38 CHF 0.39 CHF 140,000 50,000 142,646 50,000 52,381 CHF 18,877 CHF 100.00% 100.00%
16/07/2024 2.94% 0.34 CHF 0.35 CHF 150,000 50,000 150,307 50,000 50,365 CHF 17,255 CHF 100.00% 100.00%
15/07/2024 3.05% 0.33 CHF 0.34 CHF 151,183 50,000 149,517 50,000 48,335 CHF 16,663 CHF 99.72% 99.72%
12/07/2024 3.20% 0.32 CHF 0.33 CHF 149,782 50,000 149,080 50,000 45,812 CHF 15,865 CHF 99.01% 99.01%

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