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 1.92% 0.48 CHF 0.49 CHF 110,000 25,000 100,791 25,000 52,023 CHF 13,159 CHF 97.10% 97.10%
12/07/2024 2.86% 0.60 CHF 0.62 CHF 12,500 12,500 12,500 12,500 7,335 CHF 7,547 CHF 93.60% 93.60%
11/07/2024 1.37% 0.73 CHF 0.74 CHF 70,000 25,000 71,646 25,000 51,743 CHF 18,312 CHF 89.95% 89.95%
10/07/2024 1.39% 0.69 CHF 0.70 CHF 80,000 25,000 74,975 25,000 53,582 CHF 18,136 CHF 94.79% 94.79%
09/07/2024 1.34% 0.73 CHF 0.74 CHF 70,000 25,000 70,000 25,000 52,051 CHF 18,840 CHF 100.00% 100.00%
08/07/2024 1.41% 0.71 CHF 0.72 CHF 80,000 25,000 78,836 25,000 55,321 CHF 17,800 CHF 100.00% 100.00%
05/07/2024 1.48% 0.68 CHF 0.69 CHF 80,000 25,000 79,351 24,880 53,496 CHF 17,022 CHF 98.87% 98.87%
04/07/2024 1.58% 0.65 CHF 0.66 CHF 80,000 25,000 83,500 25,000 52,540 CHF 15,991 CHF 100.00% 100.00%
03/07/2024 1.63% 0.61 CHF 0.62 CHF 90,000 25,000 90,000 25,000 54,887 CHF 15,496 CHF 99.73% 99.73%
02/07/2024 1.65% 0.61 CHF 0.62 CHF 90,000 25,000 90,000 25,000 54,064 CHF 15,268 CHF 100.00% 100.00%

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