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 5.89% 0.19 CHF 0.20 CHF 155,058 25,000 153,801 25,000 25,575 CHF 4,405 CHF 97.10% 97.10%
12/07/2024 5.87% 0.15 CHF 0.16 CHF 152,662 25,000 153,833 25,000 25,612 CHF 4,411 CHF 99.01% 99.01%
11/07/2024 7.28% 0.13 CHF 0.14 CHF 151,525 25,000 152,428 25,000 20,295 CHF 3,578 CHF 99.09% 99.09%
10/07/2024 6.33% 0.15 CHF 0.16 CHF 153,884 25,000 153,617 25,000 23,530 CHF 4,079 CHF 100.00% 100.00%
09/07/2024 6.95% 0.15 CHF 0.16 CHF 153,070 25,000 152,994 25,000 21,359 CHF 3,739 CHF 100.00% 100.00%
08/07/2024 9.32% 0.12 CHF 0.13 CHF 151,334 25,000 150,667 25,000 15,486 CHF 2,819 CHF 100.00% 100.00%
05/07/2024 11.00% 0.08 CHF 0.09 CHF 149,916 25,000 150,261 25,000 13,022 CHF 2,416 CHF 61.81% 61.81%
04/07/2024 12.04% 0.14 CHF 0.15 CHF 153,080 25,000 22,957 13,430 3,179 CHF 2,073 CHF 100.00% 100.00%
03/07/2024 15.94% 0.11 CHF 0.13 CHF 12,500 12,500 12,500 12,500 1,370 CHF 1,607 CHF 99.73% 99.73%
02/07/2024 10.51% 0.15 CHF 0.17 CHF 12,500 12,500 12,500 12,500 1,996 CHF 2,216 CHF 100.00% 100.00%

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