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 2.88% 0.40 CHF 0.41 CHF 112,195 50,000 110,627 50,000 46,436 CHF 21,608 CHF 94.81% 94.81%
12/07/2024 2.32% 0.46 CHF 0.47 CHF 108,322 50,000 108,620 50,000 49,539 CHF 23,340 CHF 98.18% 98.18%
11/07/2024 3.27% 0.45 CHF 0.46 CHF 108,855 50,000 111,344 50,000 46,119 CHF 21,403 CHF 99.09% 99.09%
10/07/2024 3.26% 0.39 CHF 0.40 CHF 113,776 50,000 114,963 50,000 41,979 CHF 18,864 CHF 100.00% 100.00%
09/07/2024 2.97% 0.38 CHF 0.39 CHF 113,789 50,000 113,365 50,000 44,026 CHF 20,003 CHF 100.00% 100.00%
08/07/2024 2.97% 0.38 CHF 0.39 CHF 113,612 50,000 111,109 49,822 45,266 CHF 20,910 CHF 100.00% 100.00%
05/07/2024 3.02% 0.40 CHF 0.41 CHF 112,672 50,000 113,511 50,000 44,055 CHF 20,002 CHF 98.87% 98.87%
04/07/2024 2.99% 0.37 CHF 0.38 CHF 115,246 50,000 116,527 50,000 41,028 CHF 18,139 CHF 100.00% 100.00%
03/07/2024 2.89% 0.35 CHF 0.36 CHF 116,395 50,000 116,279 50,000 41,500 CHF 18,368 CHF 99.73% 99.73%
02/07/2024 3.22% 0.35 CHF 0.36 CHF 117,226 50,000 117,072 50,000 41,012 CHF 18,091 CHF 100.00% 100.00%

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