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 2.33% 0.40 CHF 0.41 CHF 300,000 100,000 264,074 88,025 111,769 CHF 38,137 CHF 99.17% 99.17%
12/07/2024 2.23% 0.45 CHF 0.46 CHF 225,000 75,000 225,000 75,000 99,649 CHF 33,966 CHF 99.17% 99.17%
11/07/2024 2.35% 0.44 CHF 0.45 CHF 225,000 75,000 251,120 83,707 105,499 CHF 36,003 CHF 99.17% 99.17%
10/07/2024 2.30% 0.44 CHF 0.45 CHF 225,000 75,000 228,110 76,037 98,163 CHF 33,481 CHF 99.16% 99.16%
09/07/2024 2.37% 0.43 CHF 0.44 CHF 225,000 75,000 233,676 77,892 97,224 CHF 33,187 CHF 99.17% 99.17%
08/07/2024 2.57% 0.42 CHF 0.43 CHF 225,000 75,000 284,583 94,861 109,438 CHF 37,428 CHF 99.16% 99.16%
05/07/2024 2.91% 0.37 CHF 0.38 CHF 300,000 100,000 300,000 100,000 101,925 CHF 34,975 CHF 98.84% 98.84%
04/07/2024 3.56% 0.33 CHF 0.34 CHF 300,000 100,000 315,124 105,041 88,976 CHF 30,709 CHF 99.00% 99.00%
03/07/2024 8.45% 0.11 CHF 0.12 CHF 450,000 150,000 450,000 150,000 51,122 CHF 18,541 CHF 99.17% 99.17%
02/07/2024 10.19% 0.11 CHF 0.12 CHF 450,000 150,000 534,656 178,219 49,669 CHF 18,339 CHF 99.16% 99.16%

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