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 4.21% 0.22 CHF 0.23 CHF 181,734 50,000 177,574 50,000 41,311 CHF 12,142 CHF 98.72% 98.72%
12/07/2024 4.53% 0.24 CHF 0.25 CHF 176,389 50,000 189,155 50,000 40,913 CHF 11,330 CHF 99.38% 99.38%
11/07/2024 4.97% 0.22 CHF 0.23 CHF 191,848 75,000 203,039 75,000 39,878 CHF 15,493 CHF 99.15% 99.15%
10/07/2024 5.77% 0.19 CHF 0.20 CHF 212,621 75,000 225,596 75,000 38,026 CHF 13,407 CHF 100.00% 100.00%
09/07/2024 4.99% 0.17 CHF 0.18 CHF 218,438 75,000 204,020 75,000 39,888 CHF 15,437 CHF 100.00% 100.00%
08/07/2024 4.71% 0.20 CHF 0.21 CHF 200,135 50,000 198,890 50,000 41,297 CHF 10,884 CHF 100.00% 100.00%
05/07/2024 3.87% 0.23 CHF 0.24 CHF 193,160 50,000 177,642 50,000 45,094 CHF 13,216 CHF 99.62% 99.62%
04/07/2024 4.23% 0.23 CHF 0.24 CHF 193,104 50,000 190,148 50,000 44,049 CHF 12,083 CHF 100.00% 100.00%
03/07/2024 4.51% 0.23 CHF 0.24 CHF 189,880 75,000 201,927 75,000 43,779 CHF 17,023 CHF 99.73% 99.73%
02/07/2024 5.02% 0.20 CHF 0.21 CHF 208,160 50,000 216,161 50,000 41,972 CHF 10,213 CHF 100.00% 100.00%

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