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
25/07/2024 7.73% 0.14 CHF 0.15 CHF 268,284 50,000 277,611 50,000 34,637 CHF 6,763 CHF 85.86% 85.86%
24/07/2024 5.55% 0.16 CHF 0.17 CHF 233,917 50,000 229,059 50,000 40,188 CHF 9,275 CHF 85.38% 85.38%
23/07/2024 5.27% 0.18 CHF 0.19 CHF 223,414 50,000 222,683 50,000 41,170 CHF 9,750 CHF 98.60% 98.60%
22/07/2024 5.58% 0.19 CHF 0.20 CHF 215,659 50,000 237,841 50,000 41,451 CHF 9,255 CHF 100.00% 100.00%
19/07/2024 5.70% 0.16 CHF 0.17 CHF 250,662 50,000 234,183 50,000 39,967 CHF 9,045 CHF 100.00% 100.00%
18/07/2024 5.13% 0.19 CHF 0.20 CHF 224,118 50,000 219,517 50,000 41,733 CHF 10,007 CHF 95.39% 95.39%
17/07/2024 4.93% 0.19 CHF 0.20 CHF 217,584 50,000 214,830 50,000 42,548 CHF 10,411 CHF 72.25% 72.25%
16/07/2024 4.31% 0.22 CHF 0.23 CHF 208,022 50,000 202,702 50,000 45,975 CHF 11,844 CHF 71.86% 71.86%
15/07/2024 4.16% 0.23 CHF 0.24 CHF 204,770 50,000 199,217 50,000 46,937 CHF 12,298 CHF 97.72% 97.72%
12/07/2024 3.91% 0.24 CHF 0.25 CHF 196,558 50,000 196,588 50,000 49,342 CHF 13,050 CHF 74.44% 74.44%

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