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 3.11% 0.61 CHF 0.62 CHF 90,000 50,000 86,609 30,081 50,978 CHF 18,211 CHF 94.16% 94.16%
12/07/2024 3.78% 0.59 CHF 0.60 CHF 90,000 50,000 100,495 29,897 49,870 CHF 15,786 CHF 97.91% 97.91%
11/07/2024 3.11% 0.53 CHF 0.54 CHF 100,000 50,000 87,999 29,831 51,382 CHF 17,789 CHF 99.27% 99.27%
10/07/2024 3.14% 0.59 CHF 0.60 CHF 90,000 50,000 87,540 30,005 50,937 CHF 17,976 CHF 95.80% 95.80%
09/07/2024 2.53% 0.54 CHF 0.55 CHF 100,000 50,000 93,440 36,849 53,945 CHF 21,421 CHF 44.81% 44.81%
08/07/2024 4.23% 0.49 CHF 0.50 CHF 110,000 50,000 110,382 30,001 49,317 CHF 14,121 CHF 95.89% 95.89%
05/07/2024 6.19% 0.36 CHF 0.37 CHF 140,000 75,000 164,076 35,337 47,940 CHF 11,094 CHF 98.36% 98.36%
04/07/2024 6.31% 0.29 CHF 0.30 CHF 180,000 75,000 167,309 35,255 47,724 CHF 10,611 CHF 99.17% 99.17%
03/07/2024 6.56% 0.28 CHF 0.29 CHF 180,000 75,000 175,451 35,204 48,055 CHF 10,168 CHF 99.69% 99.69%
02/07/2024 7.51% 0.25 CHF 0.26 CHF 210,000 75,000 196,351 35,140 47,451 CHF 9,193 CHF 99.68% 99.68%

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