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 2.89% 0.66 CHF 0.67 CHF 80,000 50,000 80,706 30,088 51,342 CHF 19,649 CHF 94.22% 94.22%
12/07/2024 3.44% 0.63 CHF 0.64 CHF 80,000 50,000 97,048 29,897 52,689 CHF 17,211 CHF 97.91% 97.91%
11/07/2024 2.89% 0.58 CHF 0.59 CHF 90,000 50,000 81,672 29,831 51,599 CHF 19,208 CHF 99.26% 99.26%
10/07/2024 2.92% 0.64 CHF 0.65 CHF 80,000 50,000 82,840 30,005 52,144 CHF 19,408 CHF 95.80% 95.80%
09/07/2024 2.34% 0.58 CHF 0.59 CHF 90,000 50,000 84,148 36,849 52,593 CHF 23,177 CHF 44.81% 44.81%
08/07/2024 3.81% 0.54 CHF 0.55 CHF 100,000 50,000 108,050 30,002 52,862 CHF 15,548 CHF 95.88% 95.88%
05/07/2024 5.40% 0.41 CHF 0.42 CHF 130,000 75,000 152,106 35,337 51,603 CHF 12,779 CHF 98.35% 98.35%
04/07/2024 5.47% 0.34 CHF 0.35 CHF 150,000 75,000 157,302 35,255 52,303 CHF 12,291 CHF 99.17% 99.17%
03/07/2024 5.62% 0.33 CHF 0.34 CHF 160,000 75,000 160,283 35,205 51,461 CHF 11,850 CHF 99.68% 99.68%
02/07/2024 6.29% 0.30 CHF 0.31 CHF 170,000 75,000 178,116 35,140 51,453 CHF 10,875 CHF 99.68% 99.68%

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