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 5.10% 0.22 CHF 0.23 CHF 139,287 50,000 134,841 50,000 32,717 CHF 12,793 CHF 98.61% 98.61%
12/07/2024 6.30% 0.22 CHF 0.23 CHF 146,521 50,000 145,076 50,000 31,620 CHF 11,614 CHF 99.38% 99.38%
11/07/2024 5.21% 0.23 CHF 0.24 CHF 141,023 50,000 133,892 50,000 34,062 CHF 13,445 CHF 99.00% 99.00%
10/07/2024 4.05% 0.32 CHF 0.33 CHF 119,415 50,000 117,717 50,000 37,896 CHF 16,778 CHF 100.00% 100.00%
09/07/2024 3.93% 0.33 CHF 0.34 CHF 117,656 50,000 114,693 50,000 39,209 CHF 17,784 CHF 100.00% 100.00%
08/07/2024 3.80% 0.33 CHF 0.34 CHF 118,063 50,000 115,245 50,000 39,186 CHF 17,675 CHF 100.00% 100.00%
05/07/2024 3.97% 0.31 CHF 0.33 CHF 120,859 50,000 121,242 50,000 38,232 CHF 16,416 CHF 99.62% 99.62%
04/07/2024 3.94% 0.33 CHF 0.34 CHF 119,787 50,000 119,428 50,000 39,161 CHF 17,058 CHF 99.99% 99.99%
03/07/2024 4.93% 0.29 CHF 0.30 CHF 127,636 50,000 134,975 50,000 35,342 CHF 13,789 CHF 99.73% 99.73%
02/07/2024 7.12% 0.20 CHF 0.22 CHF 158,775 50,000 169,121 50,000 30,949 CHF 9,841 CHF 99.99% 99.99%

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