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 4.05% 0.42 CHF 0.43 CHF 300,000 300,000 114,887 114,887 49,359 CHF 50,971 CHF 94.59% 94.59%
12/07/2024 3.65% 0.45 CHF 0.46 CHF 300,000 300,000 112,972 112,972 53,068 CHF 54,665 CHF 97.99% 97.99%
11/07/2024 3.85% 0.50 CHF 0.51 CHF 300,000 300,000 112,345 112,345 52,280 CHF 53,872 CHF 99.20% 99.20%
10/07/2024 3.64% 0.47 CHF 0.48 CHF 300,000 300,000 114,278 114,278 54,144 CHF 55,751 CHF 95.62% 95.62%
09/07/2024 3.57% 0.50 CHF 0.51 CHF 300,000 300,000 112,090 112,090 55,197 CHF 56,787 CHF 99.60% 99.60%
08/07/2024 3.52% 0.51 CHF 0.52 CHF 300,000 300,000 112,060 112,060 57,132 CHF 58,722 CHF 99.59% 99.59%
05/07/2024 3.18% 0.53 CHF 0.54 CHF 300,000 300,000 114,526 114,526 61,767 CHF 63,376 CHF 95.20% 95.20%
04/07/2024 3.51% 0.55 CHF 0.57 CHF 60,000 60,000 60,000 60,000 33,592 CHF 34,792 CHF 88.74% 88.74%
03/07/2024 3.04% 0.57 CHF 0.58 CHF 300,000 300,000 112,108 112,108 64,357 CHF 65,948 CHF 99.63% 99.63%
02/07/2024 2.85% 0.58 CHF 0.59 CHF 200,000 200,000 74,736 74,736 45,212 CHF 46,272 CHF 99.62% 99.62%

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