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 4.13% 0.46 CHF 0.47 CHF 110,000 50,000 119,603 30,091 52,792 CHF 13,789 CHF 94.19% 94.19%
12/07/2024 5.32% 0.44 CHF 0.45 CHF 120,000 50,000 150,088 29,899 51,978 CHF 11,375 CHF 97.89% 97.89%
11/07/2024 4.15% 0.39 CHF 0.40 CHF 130,000 50,000 121,144 29,833 52,904 CHF 13,398 CHF 99.23% 99.23%
10/07/2024 4.21% 0.45 CHF 0.46 CHF 120,000 50,000 121,132 30,008 52,621 CHF 13,546 CHF 95.76% 95.76%
09/07/2024 3.37% 0.39 CHF 0.40 CHF 130,000 50,000 120,526 36,853 51,606 CHF 15,979 CHF 44.79% 44.79%
08/07/2024 6.36% 0.34 CHF 0.35 CHF 150,000 50,000 176,244 30,005 51,378 CHF 9,685 CHF 95.84% 95.84%
05/07/2024 12.40% 0.21 CHF 0.22 CHF 240,000 75,000 355,385 35,338 50,716 CHF 5,851 CHF 98.32% 98.32%
04/07/2024 12.82% 0.14 CHF 0.15 CHF 360,000 75,000 372,164 35,255 50,666 CHF 5,369 CHF 99.17% 99.17%
03/07/2024 13.97% 0.13 CHF 0.14 CHF 390,000 75,000 407,691 35,208 50,492 CHF 4,919 CHF 99.65% 99.65%
02/07/2024 18.88% 0.10 CHF 0.11 CHF 500,000 75,000 492,592 35,143 44,971 CHF 3,942 CHF 99.66% 99.66%

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