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 2.45% 0.44 CHF 0.45 CHF 120,000 50,000 129,185 25,810 52,068 CHF 10,849 CHF 93.68% 93.68%
12/07/2024 12.69% 0.31 CHF 0.32 CHF 170,000 50,000 87,591 16,309 22,303 CHF 4,615 CHF 96.41% 96.41%
11/07/2024 6.54% 0.47 CHF 0.48 CHF 110,000 50,000 45,404 17,217 22,270 CHF 8,689 CHF 95.13% 95.13%
10/07/2024 9.35% 0.45 CHF 0.49 CHF 5,000 5,000 2,906 2,906 1,308 CHF 1,435 CHF 97.25% 97.25%
09/07/2024 12.07% 0.41 CHF 0.45 CHF 5,000 5,000 2,874 2,874 1,040 CHF 1,169 CHF 99.46% 99.46%
08/07/2024 12.59% 0.38 CHF 0.42 CHF 5,000 5,000 2,883 2,883 942 CHF 1,066 CHF 97.81% 97.81%
05/07/2024 8.94% 0.34 CHF 0.38 CHF 5,000 5,000 53,315 12,705 19,065 CHF 4,663 CHF 31.85% 31.85%
04/07/2024 2.99% 0.32 CHF 0.33 CHF 160,000 10,000 159,702 10,000 52,672 CHF 3,398 CHF 5.36% 5.36%
03/07/2024 18.05% 0.23 CHF 0.27 CHF 5,000 5,000 2,330 2,330 523 CHF 625 CHF 79.13% 79.13%
02/07/2024 41.69% 0.18 CHF 0.22 CHF 5,000 5,000 4,488 2,899 526 CHF 420 CHF 89.30% 89.30%

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