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 3.98% 0.23 CHF 0.24 CHF 220,000 20,000 205,482 20,000 50,593 CHF 5,130 CHF 89.06% 89.06%
12/07/2024 3.91% 0.24 CHF 0.25 CHF 210,000 10,000 204,148 10,000 51,238 CHF 2,622 CHF 96.83% 96.83%
11/07/2024 3.80% 0.28 CHF 0.29 CHF 180,000 20,000 197,481 20,000 50,958 CHF 5,380 CHF 99.08% 99.08%
10/07/2024 4.03% 0.23 CHF 0.24 CHF 220,000 20,000 206,802 20,000 50,285 CHF 5,070 CHF 99.42% 99.42%
09/07/2024 3.74% 0.25 CHF 0.26 CHF 200,000 20,000 194,561 20,000 51,116 CHF 5,460 CHF 99.90% 99.90%
08/07/2024 3.55% 0.26 CHF 0.27 CHF 200,000 10,000 184,029 10,000 50,976 CHF 2,874 CHF 100.00% 100.00%
05/07/2024 3.45% 0.29 CHF 0.30 CHF 180,000 20,000 180,368 20,000 51,423 CHF 5,904 CHF 98.86% 98.86%
04/07/2024 3.89% 0.25 CHF 0.26 CHF 200,000 20,000 200,330 20,000 50,558 CHF 5,248 CHF 100.00% 100.00%
03/07/2024 4.53% 0.22 CHF 0.23 CHF 230,000 20,000 233,918 20,000 50,521 CHF 4,522 CHF 82.74% 82.74%
02/07/2024 5.31% 0.20 CHF 0.21 CHF 250,000 20,000 275,819 20,000 50,581 CHF 3,879 CHF 98.40% 98.40%

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