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 3.65% 0.52 CHF 0.53 CHF 100,000 50,000 79,957 30,083 40,067 CHF 15,585 CHF 94.17% 94.17%
12/07/2024 4.57% 0.50 CHF 0.51 CHF 110,000 50,000 80,988 29,897 33,817 CHF 13,175 CHF 97.91% 97.91%
11/07/2024 3.67% 0.45 CHF 0.46 CHF 120,000 50,000 81,383 29,831 40,195 CHF 15,180 CHF 99.26% 99.26%
10/07/2024 3.70% 0.51 CHF 0.52 CHF 100,000 50,000 80,277 30,004 39,697 CHF 15,346 CHF 95.80% 95.80%
09/07/2024 2.97% 0.45 CHF 0.46 CHF 120,000 50,000 94,192 36,847 45,572 CHF 18,193 CHF 44.80% 44.80%
08/07/2024 5.29% 0.40 CHF 0.41 CHF 130,000 50,000 85,527 30,002 31,174 CHF 11,499 CHF 95.88% 95.88%
05/07/2024 8.84% 0.28 CHF 0.28 CHF 190,000 75,000 106,947 35,338 22,482 CHF 8,003 CHF 98.36% 98.36%
04/07/2024 9.05% 0.20 CHF 0.21 CHF 250,000 75,000 113,005 35,255 22,314 CHF 7,522 CHF 99.17% 99.17%
03/07/2024 9.53% 0.19 CHF 0.20 CHF 270,000 75,000 116,734 35,205 21,607 CHF 7,076 CHF 99.68% 99.68%
02/07/2024 11.62% 0.16 CHF 0.17 CHF 320,000 75,000 122,910 35,140 19,441 CHF 6,099 CHF 99.69% 99.69%

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