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 2.00% 0.46 CHF 0.47 CHF 110,000 25,000 105,211 25,000 52,014 CHF 12,622 CHF 97.09% 97.09%
12/07/2024 2.81% 0.58 CHF 0.59 CHF 12,500 12,500 12,500 12,500 7,063 CHF 7,264 CHF 93.60% 93.60%
11/07/2024 1.42% 0.70 CHF 0.71 CHF 80,000 25,000 80,000 25,000 55,865 CHF 17,708 CHF 89.96% 89.96%
10/07/2024 1.44% 0.67 CHF 0.68 CHF 80,000 25,000 80,000 25,000 55,269 CHF 17,522 CHF 94.79% 94.79%
09/07/2024 1.38% 0.70 CHF 0.71 CHF 80,000 25,000 73,935 25,000 53,022 CHF 18,190 CHF 100.00% 100.00%
08/07/2024 1.47% 0.69 CHF 0.70 CHF 80,000 25,000 80,000 25,000 54,204 CHF 17,189 CHF 100.00% 100.00%
05/07/2024 1.53% 0.65 CHF 0.66 CHF 80,000 25,000 79,351 24,880 51,538 CHF 16,407 CHF 98.87% 98.87%
04/07/2024 1.63% 0.63 CHF 0.64 CHF 80,000 25,000 89,957 25,000 54,627 CHF 15,432 CHF 100.00% 100.00%
03/07/2024 1.70% 0.59 CHF 0.60 CHF 90,000 25,000 90,000 25,000 52,630 CHF 14,870 CHF 99.73% 99.73%
02/07/2024 1.72% 0.59 CHF 0.60 CHF 90,000 25,000 90,000 25,000 51,917 CHF 14,671 CHF 100.00% 100.00%

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