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 3.14% 0.37 CHF 0.38 CHF 140,000 25,000 134,045 25,000 51,853 CHF 9,990 CHF 87.81% 87.81%
12/07/2024 3.27% 0.41 CHF 0.43 CHF 130,000 25,000 137,401 25,000 51,712 CHF 9,732 CHF 99.01% 99.01%
11/07/2024 3.50% 0.37 CHF 0.38 CHF 140,000 25,000 162,751 25,000 51,772 CHF 8,274 CHF 99.08% 99.08%
10/07/2024 4.16% 0.27 CHF 0.28 CHF 190,000 25,000 179,130 25,000 51,459 CHF 7,501 CHF 99.99% 99.99%
09/07/2024 3.49% 0.33 CHF 0.34 CHF 160,000 25,000 146,276 25,000 51,758 CHF 9,184 CHF 100.00% 100.00%
08/07/2024 3.28% 0.35 CHF 0.36 CHF 150,000 25,000 145,660 25,000 51,952 CHF 9,230 CHF 99.34% 99.34%
05/07/2024 3.35% 0.32 CHF 0.33 CHF 160,000 25,000 152,009 25,000 51,658 CHF 8,802 CHF 98.80% 98.80%
04/07/2024 3.34% 0.37 CHF 0.38 CHF 140,000 25,000 151,201 25,000 51,639 CHF 8,846 CHF 100.00% 100.00%
03/07/2024 3.46% 0.29 CHF 0.30 CHF 180,000 25,000 152,236 25,000 51,456 CHF 8,826 CHF 99.73% 99.73%
02/07/2024 4.00% 0.32 CHF 0.34 CHF 160,000 25,000 174,189 25,000 51,444 CHF 7,701 CHF 99.97% 99.97%

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