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 3.98% 0.40 CHF 0.41 CHF 104,000 104,000 46,592 46,592 18,354 CHF 18,959 CHF 100.00% 100.00%
12/07/2024 4.42% 0.44 CHF 0.45 CHF 106,000 106,000 45,642 45,642 17,217 CHF 17,817 CHF 98.91% 98.91%
11/07/2024 4.65% 0.35 CHF 0.36 CHF 102,000 102,000 45,287 45,287 14,944 CHF 15,531 CHF 99.98% 99.98%
10/07/2024 4.84% 0.30 CHF 0.31 CHF 100,000 100,000 44,729 44,729 13,830 CHF 14,412 CHF 100.00% 100.00%
09/07/2024 3.97% 0.32 CHF 0.33 CHF 100,000 100,000 46,091 46,091 17,033 CHF 17,633 CHF 100.00% 100.00%
08/07/2024 3.65% 0.39 CHF 0.40 CHF 104,000 104,000 46,619 46,619 19,050 CHF 19,655 CHF 100.00% 100.00%
05/07/2024 3.79% 0.42 CHF 0.43 CHF 104,000 104,000 46,601 46,601 18,962 CHF 19,568 CHF 99.90% 99.90%
04/07/2024 3.81% 0.37 CHF 0.38 CHF 41,000 41,000 33,119 33,119 12,886 CHF 13,356 CHF 100.00% 100.00%
03/07/2024 3.86% 0.40 CHF 0.41 CHF 104,000 104,000 46,042 46,042 18,018 CHF 18,618 CHF 100.00% 100.00%
02/07/2024 3.35% 0.43 CHF 0.44 CHF 104,000 104,000 46,838 46,838 20,930 CHF 21,538 CHF 99.99% 99.99%

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