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 2.21% 0.42 CHF 0.43 CHF 120,000 25,000 116,735 25,000 52,227 CHF 11,446 CHF 97.10% 97.10%
12/07/2024 3.18% 0.53 CHF 0.55 CHF 12,500 12,500 12,500 12,500 6,480 CHF 6,688 CHF 93.60% 93.60%
11/07/2024 1.52% 0.66 CHF 0.67 CHF 80,000 25,000 80,000 25,000 52,314 CHF 16,598 CHF 89.96% 89.96%
10/07/2024 1.54% 0.62 CHF 0.63 CHF 90,000 25,000 80,193 25,000 51,754 CHF 16,386 CHF 94.79% 94.79%
09/07/2024 1.47% 0.66 CHF 0.67 CHF 80,000 25,000 80,000 25,000 53,919 CHF 17,100 CHF 100.00% 100.00%
08/07/2024 1.57% 0.64 CHF 0.65 CHF 80,000 25,000 81,958 25,000 51,879 CHF 16,083 CHF 100.00% 100.00%
05/07/2024 1.65% 0.61 CHF 0.62 CHF 90,000 25,000 89,255 24,880 53,926 CHF 15,280 CHF 98.87% 98.87%
04/07/2024 1.77% 0.58 CHF 0.59 CHF 90,000 25,000 92,219 25,000 51,772 CHF 14,292 CHF 100.00% 100.00%
03/07/2024 1.84% 0.54 CHF 0.55 CHF 100,000 25,000 100,000 25,000 53,997 CHF 13,749 CHF 99.73% 99.73%
02/07/2024 1.87% 0.54 CHF 0.55 CHF 100,000 25,000 100,000 25,000 53,108 CHF 13,527 CHF 100.00% 100.00%

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