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 3.82% 0.42 CHF 0.44 CHF 120,000 25,000 120,733 25,000 51,777 CHF 11,142 CHF 98.73% 98.73%
12/07/2024 3.92% 0.42 CHF 0.43 CHF 120,000 25,000 129,441 25,000 52,257 CHF 10,502 CHF 99.38% 99.38%
11/07/2024 3.23% 0.46 CHF 0.48 CHF 110,000 25,000 112,403 25,000 52,388 CHF 12,046 CHF 99.15% 99.15%
10/07/2024 3.45% 0.46 CHF 0.48 CHF 110,000 25,000 119,542 25,000 53,452 CHF 11,573 CHF 100.00% 100.00%
09/07/2024 3.50% 0.42 CHF 0.44 CHF 120,000 25,000 115,025 25,000 52,161 CHF 11,755 CHF 99.94% 99.94%
08/07/2024 3.58% 0.42 CHF 0.44 CHF 120,000 25,000 116,378 25,000 52,272 CHF 11,648 CHF 99.79% 99.79%
05/07/2024 2.95% 0.53 CHF 0.55 CHF 100,000 25,000 96,807 25,000 53,205 CHF 14,164 CHF 99.33% 99.33%
04/07/2024 2.60% 0.61 CHF 0.63 CHF 90,000 25,000 87,433 25,000 53,671 CHF 15,763 CHF 100.00% 100.00%
03/07/2024 2.66% 0.62 CHF 0.64 CHF 90,000 25,000 86,838 25,000 52,885 CHF 15,655 CHF 99.73% 99.73%
02/07/2024 2.87% 0.55 CHF 0.57 CHF 100,000 25,000 97,433 25,000 53,562 CHF 14,151 CHF 100.00% 100.00%

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