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 4.15% 0.24 CHF 0.25 CHF 210,000 20,000 213,611 8,069 50,452 CHF 1,968 CHF 98.88% 98.88%
12/07/2024 5.12% 0.22 CHF 0.23 CHF 230,000 20,000 267,222 8,874 50,860 CHF 1,845 CHF 82.49% 82.49%
11/07/2024 5.26% 0.19 CHF 0.20 CHF 270,000 20,000 273,073 8,061 50,524 CHF 1,583 CHF 98.99% 98.99%
10/07/2024 6.16% 0.17 CHF 0.18 CHF 300,000 20,000 324,386 8,044 51,038 CHF 1,392 CHF 99.51% 99.51%
09/07/2024 34.83% 0.11 CHF 0.16 CHF 2,000 2,000 804 804 94 CHF 134 CHF 99.58% 99.58%
08/07/2024 36.10% 0.11 CHF 0.16 CHF 2,000 2,000 804 804 92 CHF 132 CHF 99.58% 99.58%
05/07/2024 13.24% 0.15 CHF 0.20 CHF 2,000 2,000 242,855 4,442 36,560 CHF 733 CHF 72.26% 72.26%
04/07/2024 31.61% 0.12 CHF 0.17 CHF 1,000 1,000 47,720 2,082 6,201 CHF 317 CHF 93.15% 93.15%
03/07/2024 46.16% 0.11 CHF 0.16 CHF 2,000 2,000 816 816 75 CHF 116 CHF 99.27% 99.27%
02/07/2024 53.36% 0.06 CHF 0.11 CHF 2,000 2,000 847 817 58 CHF 96 CHF 99.31% 99.31%

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