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 25.52% 0.09 CHF 0.11 CHF 386,662 25,000 360,742 25,000 34,254 CHF 3,075 CHF 98.73% 98.73%
12/07/2024 27.94% 0.09 CHF 0.12 CHF 394,549 25,000 406,480 25,000 34,724 CHF 2,833 CHF 99.38% 99.38%
11/07/2024 27.62% 0.09 CHF 0.12 CHF 369,455 25,000 391,282 25,000 34,946 CHF 2,950 CHF 99.15% 99.15%
10/07/2024 29.77% 0.08 CHF 0.11 CHF 410,674 25,000 409,746 25,000 33,417 CHF 2,750 CHF 100.00% 100.00%
09/07/2024 26.62% 0.08 CHF 0.11 CHF 406,605 25,000 386,997 25,000 34,552 CHF 2,920 CHF 100.00% 100.00%
08/07/2024 26.23% 0.09 CHF 0.12 CHF 393,307 25,000 374,947 25,000 35,021 CHF 3,042 CHF 100.00% 100.00%
05/07/2024 25.15% 0.10 CHF 0.13 CHF 343,602 25,000 348,434 25,000 35,429 CHF 3,273 CHF 99.62% 99.62%
04/07/2024 21.40% 0.11 CHF 0.14 CHF 328,585 25,000 313,932 25,000 37,143 CHF 3,677 CHF 100.00% 100.00%
03/07/2024 20.00% 0.13 CHF 0.15 CHF 307,595 25,000 332,210 25,000 38,028 CHF 3,520 CHF 96.53% 96.53%
02/07/2024 35.08% 0.07 CHF 0.10 CHF 449,585 25,000 443,404 25,000 31,221 CHF 2,509 CHF 100.00% 100.00%

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