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 4.29% 0.29 CHF 0.30 CHF 180,000 50,000 97,161 36,743 28,352 CHF 11,298 CHF 96.12% 96.12%
12/07/2024 3.63% 0.29 CHF 0.30 CHF 180,000 50,000 189,338 50,000 51,255 CHF 14,044 CHF 81.74% 81.74%
11/07/2024 3.56% 0.28 CHF 0.29 CHF 180,000 50,000 183,701 50,000 50,739 CHF 14,317 CHF 83.80% 83.80%
10/07/2024 3.11% 0.27 CHF 0.28 CHF 190,000 50,000 164,174 50,000 51,918 CHF 16,346 CHF 98.55% 98.55%
09/07/2024 2.87% 0.35 CHF 0.36 CHF 150,000 50,000 149,795 50,000 51,521 CHF 17,709 CHF 99.92% 99.92%
08/07/2024 2.97% 0.34 CHF 0.35 CHF 150,000 50,000 155,832 50,000 51,769 CHF 17,121 CHF 100.00% 100.00%
05/07/2024 2.83% 0.35 CHF 0.36 CHF 150,000 50,000 148,447 50,000 51,629 CHF 17,913 CHF 98.83% 98.83%
04/07/2024 4.39% 0.38 CHF 0.39 CHF 140,000 50,000 33,407 26,857 12,416 CHF 10,348 CHF 100.00% 100.00%
03/07/2024 4.48% 0.36 CHF 0.38 CHF 25,000 25,000 25,000 25,000 9,291 CHF 9,717 CHF 99.73% 99.73%
02/07/2024 4.42% 0.35 CHF 0.37 CHF 25,000 25,000 25,000 25,000 9,304 CHF 9,724 CHF 98.56% 98.56%

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