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 3.33% 0.32 CHF 0.33 CHF 155,058 25,000 153,801 25,000 45,569 CHF 7,655 CHF 97.10% 97.10%
12/07/2024 3.32% 0.28 CHF 0.29 CHF 152,662 25,000 153,833 25,000 45,610 CHF 7,661 CHF 99.01% 99.01%
11/07/2024 3.73% 0.26 CHF 0.27 CHF 151,525 25,000 152,428 25,000 40,110 CHF 6,828 CHF 99.09% 99.09%
10/07/2024 3.47% 0.28 CHF 0.29 CHF 153,884 25,000 153,617 25,000 43,500 CHF 7,329 CHF 100.00% 100.00%
09/07/2024 3.65% 0.28 CHF 0.29 CHF 153,070 25,000 152,994 25,000 41,248 CHF 6,989 CHF 100.00% 100.00%
08/07/2024 4.21% 0.25 CHF 0.26 CHF 151,334 25,000 150,667 25,000 35,073 CHF 6,069 CHF 100.00% 100.00%
05/07/2024 4.52% 0.21 CHF 0.22 CHF 149,916 25,000 150,261 25,000 32,556 CHF 5,666 CHF 61.81% 61.81%
04/07/2024 6.34% 0.27 CHF 0.28 CHF 153,080 25,000 22,957 13,430 6,164 CHF 3,819 CHF 100.00% 100.00%
03/07/2024 7.61% 0.24 CHF 0.26 CHF 12,500 12,500 12,500 12,500 2,995 CHF 3,232 CHF 99.73% 99.73%
02/07/2024 5.35% 0.28 CHF 0.30 CHF 12,500 12,500 12,500 12,500 3,641 CHF 3,841 CHF 100.00% 100.00%

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