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 7.72% 0.35 CHF 0.38 CHF 12,500 12,500 61,958 17,091 21,765 CHF 6,507 CHF 89.84% 89.84%
12/07/2024 4.54% 0.49 CHF 0.51 CHF 110,000 25,000 112,808 25,000 51,990 CHF 12,067 CHF 98.91% 98.91%
11/07/2024 4.53% 0.46 CHF 0.48 CHF 110,000 25,000 115,289 25,000 52,261 CHF 11,868 CHF 94.05% 94.05%
10/07/2024 5.49% 0.40 CHF 0.42 CHF 130,000 25,000 138,735 25,000 51,814 CHF 9,868 CHF 90.36% 90.36%
09/07/2024 5.19% 0.37 CHF 0.39 CHF 140,000 25,000 129,811 25,000 51,740 CHF 10,515 CHF 100.00% 100.00%
08/07/2024 5.34% 0.37 CHF 0.39 CHF 140,000 25,000 131,357 25,000 51,709 CHF 10,389 CHF 100.00% 100.00%
05/07/2024 4.63% 0.42 CHF 0.44 CHF 120,000 25,000 114,364 25,000 51,588 CHF 11,835 CHF 98.86% 98.86%
04/07/2024 4.81% 0.45 CHF 0.47 CHF 120,000 25,000 117,664 25,000 52,531 CHF 11,722 CHF 98.11% 98.11%
03/07/2024 4.55% 0.45 CHF 0.47 CHF 120,000 25,000 113,717 25,000 52,644 CHF 12,125 CHF 99.82% 99.82%
02/07/2024 4.49% 0.46 CHF 0.48 CHF 110,000 25,000 112,281 25,000 51,871 CHF 12,087 CHF 100.00% 100.00%

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