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 6.28% 0.15 CHF 0.16 CHF 340,000 20,000 330,464 20,000 50,991 CHF 3,295 CHF 89.04% 89.04%
12/07/2024 6.18% 0.15 CHF 0.16 CHF 340,000 10,000 325,050 10,000 50,957 CHF 1,676 CHF 96.83% 96.83%
11/07/2024 5.96% 0.18 CHF 0.19 CHF 280,000 20,000 313,131 20,000 50,943 CHF 3,472 CHF 99.08% 99.08%
10/07/2024 6.24% 0.15 CHF 0.16 CHF 340,000 20,000 329,120 20,000 51,094 CHF 3,309 CHF 99.42% 99.42%
09/07/2024 5.80% 0.16 CHF 0.17 CHF 320,000 20,000 304,802 20,000 50,997 CHF 3,552 CHF 99.90% 99.90%
08/07/2024 5.47% 0.16 CHF 0.17 CHF 320,000 10,000 284,981 10,000 50,682 CHF 1,882 CHF 100.00% 100.00%
05/07/2024 5.29% 0.18 CHF 0.19 CHF 280,000 20,000 276,127 20,000 50,825 CHF 3,884 CHF 98.65% 98.65%
04/07/2024 6.02% 0.16 CHF 0.17 CHF 320,000 20,000 317,783 20,000 51,175 CHF 3,422 CHF 100.00% 100.00%
03/07/2024 7.07% 0.14 CHF 0.15 CHF 360,000 20,000 369,960 20,000 50,499 CHF 2,934 CHF 82.74% 82.74%
02/07/2024 8.33% 0.13 CHF 0.14 CHF 390,000 20,000 439,264 20,000 50,548 CHF 2,509 CHF 98.40% 98.40%

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