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 5.85% 0.44 CHF 0.47 CHF 25,000 25,000 25,000 25,000 11,017 CHF 11,680 CHF 74.48% 74.48%
12/07/2024 3.24% 0.53 CHF 0.54 CHF 100,000 50,000 100,861 50,000 51,001 CHF 26,122 CHF 97.56% 97.56%
11/07/2024 3.23% 0.52 CHF 0.53 CHF 100,000 50,000 100,736 50,000 50,977 CHF 26,140 CHF 99.09% 99.09%
10/07/2024 3.06% 0.50 CHF 0.52 CHF 100,000 50,000 103,515 50,000 51,478 CHF 25,649 CHF 93.70% 93.70%
09/07/2024 3.11% 0.48 CHF 0.50 CHF 110,000 50,000 101,769 50,000 52,151 CHF 26,459 CHF 97.68% 97.68%
08/07/2024 2.86% 0.54 CHF 0.55 CHF 100,000 50,000 94,229 50,000 52,341 CHF 28,594 CHF 99.79% 99.79%
05/07/2024 2.80% 0.56 CHF 0.57 CHF 90,000 50,000 96,670 50,000 53,220 CHF 28,326 CHF 98.87% 98.87%
04/07/2024 3.01% 0.54 CHF 0.55 CHF 100,000 50,000 100,552 50,000 52,231 CHF 26,773 CHF 99.72% 99.72%
03/07/2024 3.62% 0.44 CHF 0.46 CHF 120,000 50,000 118,776 50,000 52,659 CHF 22,992 CHF 99.31% 99.31%
02/07/2024 3.73% 0.44 CHF 0.46 CHF 120,000 50,000 123,975 50,000 52,156 CHF 21,853 CHF 95.71% 95.71%

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