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 4.34% 0.24 CHF 0.25 CHF 190,000 190,000 94,871 94,871 21,999 CHF 22,952 CHF 99.06% 99.06%
12/07/2024 5.39% 0.22 CHF 0.23 CHF 190,000 190,000 95,362 95,362 18,521 CHF 19,479 CHF 100.00% 100.00%
11/07/2024 4.37% 0.20 CHF 0.21 CHF 200,000 200,000 95,392 95,392 21,793 CHF 22,756 CHF 100.00% 100.00%
10/07/2024 4.24% 0.24 CHF 0.25 CHF 190,000 190,000 94,332 94,332 22,491 CHF 23,441 CHF 100.00% 100.00%
09/07/2024 3.97% 0.22 CHF 0.23 CHF 200,000 200,000 96,460 96,460 23,894 CHF 24,864 CHF 98.82% 98.82%
08/07/2024 6.07% 0.20 CHF 0.21 CHF 200,000 200,000 97,276 97,276 17,303 CHF 18,291 CHF 100.00% 100.00%
05/07/2024 9.20% 0.13 CHF 0.14 CHF 210,000 210,000 106,880 106,880 11,557 CHF 12,629 CHF 98.97% 98.97%
04/07/2024 9.10% 0.10 CHF 0.11 CHF 80,000 80,000 80,000 80,000 8,392 CHF 9,192 CHF 99.44% 99.44%
03/07/2024 9.65% 0.10 CHF 0.11 CHF 210,000 210,000 106,672 106,672 10,821 CHF 11,892 CHF 99.64% 99.64%
02/07/2024 9.92% 0.10 CHF 0.11 CHF 220,000 220,000 107,877 107,877 10,690 CHF 11,773 CHF 100.00% 100.00%

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