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 4.09% 0.66 CHF 0.69 CHF 80,000 25,000 80,000 25,000 53,327 CHF 17,360 CHF 94.83% 94.83%
12/07/2024 4.09% 0.67 CHF 0.69 CHF 80,000 25,000 80,000 25,000 53,015 CHF 17,259 CHF 99.01% 99.01%
11/07/2024 4.32% 0.66 CHF 0.68 CHF 80,000 25,000 85,383 25,000 53,409 CHF 16,345 CHF 99.09% 99.09%
10/07/2024 4.41% 0.61 CHF 0.64 CHF 90,000 25,000 90,000 25,000 54,869 CHF 15,928 CHF 100.00% 100.00%
09/07/2024 4.81% 0.61 CHF 0.64 CHF 90,000 25,000 90,000 25,000 54,426 CHF 15,863 CHF 100.00% 100.00%
08/07/2024 4.70% 0.60 CHF 0.63 CHF 90,000 25,000 90,000 25,000 54,211 CHF 15,784 CHF 100.00% 100.00%
05/07/2024 4.31% 0.60 CHF 0.62 CHF 90,000 25,000 90,000 25,000 53,740 CHF 15,585 CHF 98.87% 98.87%
04/07/2024 4.32% 0.60 CHF 0.62 CHF 90,000 25,000 90,000 25,000 53,015 CHF 15,375 CHF 100.00% 100.00%
03/07/2024 4.31% 0.56 CHF 0.59 CHF 90,000 25,000 90,354 25,000 51,353 CHF 14,836 CHF 99.73% 99.73%
02/07/2024 4.34% 0.55 CHF 0.58 CHF 100,000 25,000 92,065 25,000 51,848 CHF 14,711 CHF 100.00% 100.00%

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