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 6.26% 0.24 CHF 0.26 CHF 210,000 25,000 198,203 25,000 51,164 CHF 6,878 CHF 98.73% 98.73%
12/07/2024 6.33% 0.25 CHF 0.26 CHF 200,000 25,000 211,493 25,000 50,333 CHF 6,352 CHF 99.38% 99.38%
11/07/2024 5.24% 0.29 CHF 0.31 CHF 180,000 25,000 173,750 25,000 51,413 CHF 7,807 CHF 99.14% 99.14%
10/07/2024 5.53% 0.29 CHF 0.31 CHF 180,000 25,000 182,069 25,000 50,767 CHF 7,370 CHF 100.00% 100.00%
09/07/2024 5.54% 0.25 CHF 0.27 CHF 200,000 25,000 179,446 25,000 51,281 CHF 7,571 CHF 99.96% 99.96%
08/07/2024 5.58% 0.25 CHF 0.27 CHF 200,000 25,000 180,712 25,000 51,418 CHF 7,533 CHF 99.79% 99.79%
05/07/2024 4.03% 0.37 CHF 0.39 CHF 140,000 25,000 136,674 25,000 52,154 CHF 9,940 CHF 99.62% 99.62%
04/07/2024 3.88% 0.44 CHF 0.46 CHF 120,000 25,000 116,818 25,000 51,929 CHF 11,564 CHF 100.00% 100.00%
03/07/2024 3.87% 0.45 CHF 0.47 CHF 120,000 25,000 119,701 25,000 52,264 CHF 11,378 CHF 99.49% 99.49%
02/07/2024 4.12% 0.38 CHF 0.40 CHF 140,000 25,000 138,022 25,000 52,280 CHF 9,873 CHF 100.00% 100.00%

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