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 9.55% 0.16 CHF 0.18 CHF 150,000 50,000 150,000 50,000 24,790 CHF 9,092 CHF 96.21% 96.21%
12/07/2024 9.82% 0.16 CHF 0.17 CHF 150,000 50,000 150,000 50,000 23,159 CHF 8,513 CHF 88.41% 88.41%
11/07/2024 9.50% 0.16 CHF 0.17 CHF 150,000 50,000 150,000 50,000 25,105 CHF 9,195 CHF 96.55% 96.55%
10/07/2024 11.09% 0.17 CHF 0.18 CHF 150,000 50,000 150,000 50,000 24,128 CHF 8,986 CHF 97.54% 97.54%
09/07/2024 8.29% 0.17 CHF 0.19 CHF 150,000 50,000 150,000 50,000 25,909 CHF 9,382 CHF 98.08% 98.08%
08/07/2024 9.53% 0.17 CHF 0.18 CHF 225,000 75,000 223,540 74,708 34,173 CHF 12,546 CHF 95.83% 95.83%
05/07/2024 17.52% 0.12 CHF 0.15 CHF 25,000 25,000 25,000 25,000 3,626 CHF 4,316 CHF 98.59% 98.59%
04/07/2024 16.10% 0.15 CHF 0.18 CHF 37,500 37,500 37,500 37,500 5,578 CHF 6,556 CHF 97.25% 97.25%
03/07/2024 18.71% 0.14 CHF 0.16 CHF 25,000 25,000 25,000 25,000 3,449 CHF 4,160 CHF 94.51% 94.51%
02/07/2024 15.84% 0.16 CHF 0.18 CHF 25,000 25,000 46,544 29,309 7,218 CHF 5,055 CHF 76.49% 76.49%

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