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 5.15% 0.42 CHF 0.44 CHF 25,000 25,000 30,555 26,376 12,598 CHF 11,434 CHF 98.73% 98.73%
12/07/2024 3.28% 0.40 CHF 0.41 CHF 130,000 50,000 139,186 50,000 52,107 CHF 19,371 CHF 99.38% 99.38%
11/07/2024 3.15% 0.39 CHF 0.40 CHF 130,000 50,000 129,561 50,000 51,781 CHF 20,649 CHF 99.14% 99.14%
10/07/2024 3.34% 0.39 CHF 0.41 CHF 130,000 50,000 137,839 50,000 51,215 CHF 19,251 CHF 65.83% 65.83%
09/07/2024 3.05% 0.40 CHF 0.41 CHF 130,000 50,000 124,537 50,000 52,222 CHF 21,649 CHF 100.00% 100.00%
08/07/2024 3.37% 0.42 CHF 0.43 CHF 120,000 50,000 130,699 50,000 51,758 CHF 20,532 CHF 99.59% 99.59%
05/07/2024 3.29% 0.41 CHF 0.42 CHF 130,000 50,000 133,429 50,000 52,360 CHF 20,303 CHF 33.08% 33.08%
04/07/2024 3.10% 0.35 CHF 0.36 CHF 150,000 50,000 134,684 50,000 51,819 CHF 19,860 CHF 63.67% 63.67%
03/07/2024 3.21% 0.37 CHF 0.38 CHF 140,000 50,000 138,586 50,000 51,699 CHF 19,280 CHF 66.98% 66.98%
02/07/2024 3.90% 0.36 CHF 0.38 CHF 140,000 50,000 156,139 50,000 51,677 CHF 17,235 CHF 29.07% 29.07%

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