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 5.38% 0.25 CHF 0.27 CHF 112,055 50,000 110,639 50,000 25,978 CHF 12,380 CHF 94.83% 94.83%
12/07/2024 5.57% 0.20 CHF 0.21 CHF 108,580 50,000 108,613 50,000 21,911 CHF 10,662 CHF 99.01% 99.01%
11/07/2024 4.86% 0.24 CHF 0.25 CHF 110,981 50,000 111,433 50,000 26,718 CHF 12,586 CHF 92.55% 92.55%
10/07/2024 3.83% 0.27 CHF 0.28 CHF 113,750 50,000 114,987 50,000 33,113 CHF 14,961 CHF 100.00% 100.00%
09/07/2024 4.25% 0.27 CHF 0.29 CHF 113,836 50,000 113,377 50,000 30,350 CHF 13,966 CHF 100.00% 100.00%
08/07/2024 4.85% 0.28 CHF 0.29 CHF 113,879 50,000 111,049 49,819 27,444 CHF 12,917 CHF 100.00% 100.00%
05/07/2024 4.14% 0.26 CHF 0.27 CHF 112,576 50,000 113,659 50,000 30,512 CHF 13,984 CHF 98.87% 98.87%
04/07/2024 4.24% 0.29 CHF 0.30 CHF 115,481 50,000 116,376 50,000 35,376 CHF 15,853 CHF 100.00% 100.00%
03/07/2024 3.50% 0.30 CHF 0.31 CHF 116,395 50,000 116,355 50,000 35,058 CHF 15,603 CHF 99.73% 99.73%
02/07/2024 3.74% 0.31 CHF 0.32 CHF 117,226 50,000 117,121 50,000 36,033 CHF 15,969 CHF 100.00% 100.00%

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