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 6.99% 0.13 CHF 0.14 CHF 350,160 25,000 336,769 25,000 46,547 CHF 3,709 CHF 92.96% 92.96%
12/07/2024 6.77% 0.15 CHF 0.16 CHF 321,266 25,000 331,117 25,000 47,274 CHF 3,823 CHF 99.01% 99.01%
11/07/2024 6.18% 0.16 CHF 0.17 CHF 312,041 25,000 307,423 25,000 48,279 CHF 4,177 CHF 94.09% 94.09%
10/07/2024 6.44% 0.15 CHF 0.16 CHF 319,594 25,000 318,881 25,000 47,952 CHF 4,009 CHF 100.00% 100.00%
09/07/2024 6.04% 0.16 CHF 0.17 CHF 316,574 25,000 308,886 25,000 49,658 CHF 4,271 CHF 87.78% 87.78%
08/07/2024 5.42% 0.17 CHF 0.18 CHF 291,442 25,000 280,529 25,000 50,363 CHF 4,739 CHF 83.54% 83.54%
05/07/2024 5.28% 0.19 CHF 0.20 CHF 270,000 25,000 275,750 25,000 50,858 CHF 4,864 CHF 53.28% 53.28%
04/07/2024 9.78% 0.16 CHF 0.17 CHF 308,155 25,000 34,492 13,430 5,483 CHF 2,324 CHF 100.00% 100.00%
03/07/2024 8.98% 0.17 CHF 0.19 CHF 12,500 12,500 12,500 12,500 2,122 CHF 2,322 CHF 99.73% 99.73%
02/07/2024 10.96% 0.15 CHF 0.17 CHF 12,500 12,500 12,500 12,500 1,844 CHF 2,057 CHF 100.00% 100.00%

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