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 6.81% 0.20 CHF 0.21 CHF 250,000 50,000 131,019 36,743 26,360 CHF 7,977 CHF 96.12% 96.12%
12/07/2024 5.28% 0.20 CHF 0.21 CHF 250,000 50,000 274,869 50,000 50,702 CHF 9,731 CHF 81.74% 81.74%
11/07/2024 5.16% 0.19 CHF 0.20 CHF 270,000 50,000 271,019 50,000 51,190 CHF 9,946 CHF 83.80% 83.80%
10/07/2024 4.44% 0.19 CHF 0.20 CHF 270,000 50,000 229,666 50,000 50,601 CHF 11,557 CHF 98.55% 98.55%
09/07/2024 4.06% 0.25 CHF 0.26 CHF 200,000 50,000 208,531 50,000 50,355 CHF 12,582 CHF 100.00% 100.00%
08/07/2024 4.20% 0.24 CHF 0.25 CHF 210,000 50,000 216,849 50,000 50,518 CHF 12,158 CHF 100.00% 100.00%
05/07/2024 4.00% 0.25 CHF 0.26 CHF 200,000 50,000 206,056 50,000 50,507 CHF 12,771 CHF 98.87% 98.87%
04/07/2024 6.00% 0.27 CHF 0.28 CHF 190,000 50,000 37,171 26,857 9,827 CHF 7,453 CHF 100.00% 100.00%
03/07/2024 6.01% 0.26 CHF 0.27 CHF 25,000 25,000 25,000 25,000 6,600 CHF 7,010 CHF 99.73% 99.73%
02/07/2024 5.99% 0.25 CHF 0.27 CHF 25,000 25,000 25,000 25,000 6,620 CHF 7,028 CHF 97.19% 97.19%

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