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 3.21% 0.59 CHF 0.60 CHF 90,000 50,000 90,576 30,092 51,621 CHF 17,655 CHF 94.18% 94.18%
12/07/2024 3.93% 0.57 CHF 0.58 CHF 90,000 50,000 108,468 29,900 51,614 CHF 15,220 CHF 97.88% 97.88%
11/07/2024 3.23% 0.52 CHF 0.53 CHF 100,000 50,000 91,525 29,834 51,763 CHF 17,235 CHF 99.23% 99.23%
10/07/2024 3.25% 0.57 CHF 0.59 CHF 90,000 50,000 92,461 30,008 52,063 CHF 17,414 CHF 95.76% 95.76%
09/07/2024 2.61% 0.52 CHF 0.53 CHF 100,000 50,000 94,405 36,852 52,720 CHF 20,725 CHF 44.80% 44.80%
08/07/2024 4.42% 0.47 CHF 0.48 CHF 110,000 50,000 123,534 30,005 52,052 CHF 13,541 CHF 95.83% 95.83%
05/07/2024 6.69% 0.34 CHF 0.35 CHF 150,000 75,000 187,407 35,339 50,976 CHF 10,403 CHF 98.32% 98.32%
04/07/2024 6.79% 0.27 CHF 0.28 CHF 190,000 75,000 191,466 35,255 50,777 CHF 9,918 CHF 99.17% 99.17%
03/07/2024 7.08% 0.26 CHF 0.27 CHF 200,000 75,000 201,572 35,209 51,072 CHF 9,472 CHF 99.65% 99.65%
02/07/2024 8.16% 0.23 CHF 0.24 CHF 230,000 75,000 230,977 35,141 51,022 CHF 8,491 CHF 99.65% 99.65%

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