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 10.74% 0.25 CHF 0.26 CHF 140,000 140,000 50,282 50,282 13,284 CHF 13,908 CHF 97.44% 97.44%
12/07/2024 4.27% 0.33 CHF 0.34 CHF 140,000 140,000 64,044 64,044 19,474 CHF 20,225 CHF 99.66% 99.66%
11/07/2024 4.91% 0.29 CHF 0.30 CHF 150,000 150,000 66,832 66,832 17,932 CHF 18,709 CHF 99.20% 99.20%
10/07/2024 5.10% 0.25 CHF 0.26 CHF 150,000 150,000 67,790 67,790 16,459 CHF 17,235 CHF 99.60% 99.60%
09/07/2024 5.11% 0.25 CHF 0.26 CHF 150,000 150,000 67,639 67,639 16,422 CHF 17,198 CHF 99.64% 99.64%
08/07/2024 5.11% 0.24 CHF 0.25 CHF 150,000 150,000 67,616 67,616 16,660 CHF 17,445 CHF 99.89% 99.89%
05/07/2024 4.88% 0.24 CHF 0.25 CHF 160,000 160,000 72,486 72,486 17,537 CHF 18,336 CHF 99.30% 99.30%
04/07/2024 18.11% 0.24 CHF 0.25 CHF 70,000 70,000 22,999 22,999 5,512 CHF 5,960 CHF 98.75% 98.75%
03/07/2024 5.05% 0.24 CHF 0.25 CHF 160,000 160,000 70,136 70,136 15,758 CHF 16,499 CHF 98.27% 98.27%
02/07/2024 4.87% 0.21 CHF 0.22 CHF 170,000 170,000 79,614 79,614 16,437 CHF 17,237 CHF 99.99% 99.99%

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