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 2.77% 0.36 CHF 0.37 CHF 140,000 20,000 144,199 8,074 51,235 CHF 2,923 CHF 98.94% 98.94%
12/07/2024 3.32% 0.33 CHF 0.34 CHF 160,000 20,000 174,439 8,878 51,684 CHF 2,804 CHF 82.67% 82.67%
11/07/2024 3.43% 0.30 CHF 0.31 CHF 170,000 20,000 177,349 8,044 50,910 CHF 2,402 CHF 98.97% 98.97%
10/07/2024 3.93% 0.27 CHF 0.28 CHF 190,000 20,000 202,483 8,049 50,491 CHF 2,153 CHF 99.59% 99.59%
09/07/2024 21.77% 0.20 CHF 0.25 CHF 2,000 2,000 805 805 163 CHF 203 CHF 99.65% 99.65%
08/07/2024 22.49% 0.19 CHF 0.24 CHF 2,000 2,000 805 805 159 CHF 200 CHF 99.64% 99.64%
05/07/2024 8.45% 0.24 CHF 0.29 CHF 2,000 2,000 150,624 4,452 36,181 CHF 1,135 CHF 72.33% 72.33%
04/07/2024 19.85% 0.21 CHF 0.26 CHF 1,000 1,000 28,129 2,064 6,161 CHF 495 CHF 94.75% 94.75%
03/07/2024 28.57% 0.20 CHF 0.25 CHF 2,000 2,000 816 816 134 CHF 174 CHF 99.33% 99.33%
02/07/2024 32.50% 0.12 CHF 0.17 CHF 2,000 2,000 836 816 107 CHF 145 CHF 99.25% 99.25%

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