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 4.14% 0.49 CHF 0.52 CHF 83,357 20,000 81,580 20,000 42,414 CHF 10,839 CHF 97.09% 97.09%
12/07/2024 4.34% 0.56 CHF 0.58 CHF 78,699 20,000 81,679 20,000 42,524 CHF 10,880 CHF 72.07% 72.07%
11/07/2024 3.32% 0.67 CHF 0.69 CHF 67,696 10,000 66,803 10,000 45,860 CHF 7,098 CHF 92.63% 92.63%
10/07/2024 3.42% 0.74 CHF 0.77 CHF 63,642 10,000 64,970 10,000 46,939 CHF 7,477 CHF 72.28% 72.28%
09/07/2024 3.26% 0.70 CHF 0.73 CHF 64,648 10,000 64,419 10,000 45,804 CHF 7,346 CHF 96.15% 96.15%
08/07/2024 3.15% 0.68 CHF 0.71 CHF 66,710 20,000 65,786 20,000 45,914 CHF 14,408 CHF 90.19% 90.19%
05/07/2024 3.62% 0.67 CHF 0.69 CHF 67,603 20,000 66,815 19,903 44,828 CHF 13,846 CHF 98.87% 98.87%
04/07/2024 3.40% 0.66 CHF 0.69 CHF 68,524 20,000 68,405 20,000 45,198 CHF 13,676 CHF 99.56% 99.56%
03/07/2024 3.51% 0.64 CHF 0.66 CHF 69,851 20,000 70,025 20,000 44,612 CHF 13,201 CHF 95.00% 95.00%
02/07/2024 4.30% 0.54 CHF 0.57 CHF 78,081 20,000 80,322 20,000 41,436 CHF 10,775 CHF 92.97% 92.97%

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