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 5.01% 0.54 CHF 0.57 CHF 80,000 80,000 79,674 79,674 46,585 CHF 48,975 CHF 99.99% 99.99%
12/07/2024 5.14% 0.62 CHF 0.65 CHF 70,000 70,000 70,000 70,000 39,910 CHF 42,010 CHF 100.00% 100.00%
11/07/2024 5.73% 0.57 CHF 0.60 CHF 80,000 80,000 79,914 79,914 40,805 CHF 43,202 CHF 99.99% 99.99%
10/07/2024 5.49% 0.45 CHF 0.48 CHF 80,000 80,000 80,000 80,000 35,444 CHF 37,444 CHF 100.00% 100.00%
09/07/2024 5.52% 0.41 CHF 0.43 CHF 80,000 80,000 79,818 79,818 35,444 CHF 37,447 CHF 99.73% 99.73%
08/07/2024 5.34% 0.45 CHF 0.47 CHF 80,000 80,000 79,864 79,864 36,692 CHF 38,701 CHF 99.26% 99.26%
05/07/2024 5.70% 0.47 CHF 0.49 CHF 80,000 80,000 80,000 80,000 39,907 CHF 42,252 CHF 100.00% 100.00%
04/07/2024 5.87% 0.49 CHF 0.52 CHF 80,000 80,000 80,000 80,000 38,548 CHF 40,882 CHF 99.61% 99.61%
03/07/2024 5.56% 0.47 CHF 0.49 CHF 80,000 80,000 80,000 80,000 36,926 CHF 39,039 CHF 100.00% 100.00%
02/07/2024 6.12% 0.41 CHF 0.43 CHF 80,000 80,000 79,997 79,997 31,712 CHF 33,712 CHF 100.00% 100.00%

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