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 4.89% 0.35 CHF 0.36 CHF 103,922 20,000 100,549 20,000 36,693 CHF 7,668 CHF 99.72% 99.72%
12/07/2024 4.83% 0.39 CHF 0.41 CHF 97,154 20,000 101,442 20,000 36,960 CHF 7,654 CHF 99.01% 99.01%
11/07/2024 5.53% 0.36 CHF 0.38 CHF 100,921 20,000 106,293 20,000 35,995 CHF 7,164 CHF 99.01% 99.01%
10/07/2024 5.54% 0.32 CHF 0.34 CHF 111,119 20,000 110,296 20,000 35,602 CHF 6,824 CHF 100.00% 100.00%
09/07/2024 5.28% 0.31 CHF 0.32 CHF 113,902 20,000 113,705 20,000 35,275 CHF 6,542 CHF 100.00% 100.00%
08/07/2024 5.85% 0.30 CHF 0.32 CHF 114,037 20,000 118,251 20,000 34,768 CHF 6,239 CHF 100.00% 100.00%
05/07/2024 5.92% 0.27 CHF 0.29 CHF 123,546 20,000 116,777 20,000 34,788 CHF 6,329 CHF 98.98% 98.98%
04/07/2024 6.23% 0.29 CHF 0.31 CHF 119,258 20,000 121,901 20,000 34,780 CHF 6,075 CHF 100.00% 100.00%
03/07/2024 6.78% 0.27 CHF 0.29 CHF 126,457 20,000 125,457 20,000 34,070 CHF 5,812 CHF 98.25% 98.25%
02/07/2024 6.30% 0.29 CHF 0.31 CHF 122,080 20,000 128,149 20,000 34,550 CHF 5,747 CHF 99.90% 99.90%

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