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 3.83% 0.26 CHF 0.27 CHF 99,378 50,000 98,858 50,000 26,106 CHF 13,721 CHF 95.72% 95.72%
12/07/2024 4.31% 0.28 CHF 0.30 CHF 96,477 50,000 104,391 50,000 25,873 CHF 12,951 CHF 95.76% 95.76%
11/07/2024 4.57% 0.25 CHF 0.26 CHF 105,616 50,000 111,385 50,000 25,185 CHF 11,841 CHF 84.23% 84.23%
10/07/2024 4.57% 0.24 CHF 0.25 CHF 104,980 50,000 110,754 50,000 25,529 CHF 12,102 CHF 96.55% 96.55%
09/07/2024 4.48% 0.20 CHF 0.21 CHF 117,785 50,000 107,362 50,000 26,492 CHF 12,916 CHF 97.08% 97.08%
08/07/2024 4.90% 0.25 CHF 0.27 CHF 104,328 50,000 103,539 50,000 26,563 CHF 13,475 CHF 84.32% 84.32%
05/07/2024 3.66% 0.26 CHF 0.27 CHF 103,026 50,000 101,028 50,000 28,482 CHF 14,655 CHF 63.95% 63.95%
04/07/2024 5.03% 0.23 CHF 0.24 CHF 111,442 50,000 112,216 50,000 25,722 CHF 12,055 CHF 89.88% 89.88%
03/07/2024 6.31% 0.20 CHF 0.21 CHF 124,284 50,000 129,124 50,000 24,339 CHF 10,058 CHF 25.02% 25.02%
02/07/2024 6.18% 0.18 CHF 0.19 CHF 130,986 50,000 146,755 50,000 23,669 CHF 8,616 CHF 100.00% 100.00%

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