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 7.21% 0.22 CHF 0.23 CHF 182,445 50,000 182,833 50,000 38,372 CHF 11,286 CHF 98.73% 98.73%
12/07/2024 9.72% 0.19 CHF 0.21 CHF 25,000 25,000 121,712 38,897 21,897 CHF 7,666 CHF 25.59% 25.59%
11/07/2024 12.84% 0.12 CHF 0.13 CHF 272,538 50,000 301,852 50,000 30,211 CHF 5,707 CHF 99.15% 99.15%
10/07/2024 11.97% 0.10 CHF 0.11 CHF 309,687 50,000 312,209 50,000 29,731 CHF 5,366 CHF 100.00% 100.00%
09/07/2024 14.25% 0.10 CHF 0.11 CHF 293,941 50,000 293,563 50,000 29,562 CHF 5,811 CHF 100.00% 100.00%
08/07/2024 10.20% 0.10 CHF 0.12 CHF 296,407 50,000 294,433 50,000 30,071 CHF 5,657 CHF 100.00% 100.00%
05/07/2024 10.40% 0.10 CHF 0.11 CHF 293,412 50,000 281,695 50,000 30,595 CHF 6,030 CHF 99.62% 99.62%
04/07/2024 13.50% 0.11 CHF 0.12 CHF 290,284 50,000 300,712 50,000 30,234 CHF 5,760 CHF 100.00% 100.00%
03/07/2024 11.87% 0.10 CHF 0.11 CHF 311,280 50,000 307,831 50,000 30,583 CHF 5,597 CHF 99.73% 99.73%
02/07/2024 11.45% 0.10 CHF 0.12 CHF 293,575 50,000 292,033 50,000 30,910 CHF 5,933 CHF 100.00% 100.00%

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