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 6.31% 0.45 CHF 0.47 CHF 25,000 25,000 25,000 25,000 10,495 CHF 11,178 CHF 99.72% 99.72%
12/07/2024 6.47% 0.39 CHF 0.41 CHF 25,000 25,000 25,000 25,000 9,878 CHF 10,538 CHF 99.01% 99.01%
11/07/2024 5.63% 0.40 CHF 0.42 CHF 25,000 25,000 25,000 25,000 10,564 CHF 11,175 CHF 99.08% 99.08%
10/07/2024 5.97% 0.40 CHF 0.42 CHF 25,000 25,000 25,000 25,000 10,167 CHF 10,793 CHF 100.00% 100.00%
09/07/2024 6.07% 0.41 CHF 0.43 CHF 25,000 25,000 25,000 25,000 10,575 CHF 11,237 CHF 100.00% 100.00%
08/07/2024 5.28% 0.42 CHF 0.45 CHF 25,000 25,000 25,000 25,000 11,699 CHF 12,331 CHF 100.00% 100.00%
05/07/2024 4.79% 0.49 CHF 0.51 CHF 25,000 25,000 25,000 25,000 13,009 CHF 13,646 CHF 95.71% 95.71%
04/07/2024 4.37% 0.52 CHF 0.55 CHF 25,000 25,000 25,000 25,000 14,492 CHF 15,131 CHF 98.19% 98.19%
03/07/2024 1.77% 0.87 CHF 0.88 CHF 60,000 50,000 60,000 50,000 51,891 CHF 44,015 CHF 100.00% 100.00%
02/07/2024 1.57% 0.87 CHF 0.89 CHF 60,000 50,000 60,000 50,000 55,045 CHF 46,594 CHF 100.00% 100.00%

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