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 3.99% 0.31 CHF 0.32 CHF 170,000 50,000 94,510 37,026 29,236 CHF 12,046 CHF 93.86% 93.86%
12/07/2024 3.46% 0.32 CHF 0.33 CHF 160,000 50,000 179,012 50,000 50,921 CHF 14,732 CHF 81.73% 81.73%
11/07/2024 3.37% 0.29 CHF 0.30 CHF 180,000 50,000 177,664 50,000 51,752 CHF 15,071 CHF 83.80% 83.80%
10/07/2024 2.87% 0.29 CHF 0.30 CHF 180,000 50,000 149,524 50,000 51,385 CHF 17,753 CHF 98.55% 98.55%
09/07/2024 2.63% 0.39 CHF 0.40 CHF 130,000 50,000 138,070 50,000 51,799 CHF 19,275 CHF 100.00% 100.00%
08/07/2024 2.77% 0.37 CHF 0.38 CHF 140,000 50,000 144,509 50,000 51,461 CHF 18,322 CHF 100.00% 100.00%
05/07/2024 2.62% 0.38 CHF 0.39 CHF 140,000 50,000 137,490 50,000 51,697 CHF 19,334 CHF 98.87% 98.87%
04/07/2024 3.91% 0.42 CHF 0.43 CHF 120,000 50,000 33,117 27,135 13,625 CHF 11,530 CHF 86.95% 86.95%
03/07/2024 4.03% 0.41 CHF 0.42 CHF 25,000 25,000 25,000 25,000 10,332 CHF 10,757 CHF 99.73% 99.73%
02/07/2024 3.84% 0.39 CHF 0.40 CHF 25,000 25,000 25,000 25,000 10,348 CHF 10,753 CHF 98.57% 98.57%

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