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 4.04% 0.23 CHF 0.24 CHF 220,000 25,000 208,916 25,000 50,706 CHF 6,329 CHF 97.09% 97.09%
12/07/2024 3.99% 0.25 CHF 0.26 CHF 200,000 25,000 205,714 25,000 50,574 CHF 6,403 CHF 99.01% 99.01%
11/07/2024 3.65% 0.27 CHF 0.28 CHF 190,000 25,000 191,013 25,000 51,333 CHF 6,975 CHF 99.09% 99.09%
10/07/2024 3.77% 0.26 CHF 0.27 CHF 200,000 25,000 199,912 25,000 51,994 CHF 6,752 CHF 100.00% 100.00%
09/07/2024 3.64% 0.26 CHF 0.27 CHF 200,000 25,000 190,213 25,000 51,265 CHF 6,995 CHF 100.00% 100.00%
08/07/2024 3.32% 0.28 CHF 0.29 CHF 180,000 25,000 173,283 25,000 51,352 CHF 7,662 CHF 100.00% 100.00%
05/07/2024 3.23% 0.31 CHF 0.32 CHF 170,000 25,000 170,605 25,000 51,934 CHF 7,862 CHF 61.81% 61.81%
04/07/2024 5.80% 0.27 CHF 0.28 CHF 190,000 25,000 25,703 13,430 6,917 CHF 3,812 CHF 100.00% 100.00%
03/07/2024 6.14% 0.28 CHF 0.30 CHF 12,500 12,500 12,500 12,500 3,549 CHF 3,774 CHF 99.73% 99.73%
02/07/2024 6.47% 0.26 CHF 0.28 CHF 12,500 12,500 12,500 12,500 3,174 CHF 3,386 CHF 100.00% 100.00%

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