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 5.30% 0.17 CHF 0.18 CHF 300,000 25,000 275,976 25,000 50,688 CHF 4,858 CHF 97.09% 97.09%
12/07/2024 5.25% 0.19 CHF 0.20 CHF 270,000 25,000 273,487 25,000 50,752 CHF 4,897 CHF 99.01% 99.01%
11/07/2024 4.75% 0.21 CHF 0.22 CHF 240,000 25,000 244,516 25,000 50,219 CHF 5,387 CHF 99.09% 99.09%
10/07/2024 4.89% 0.20 CHF 0.21 CHF 250,000 25,000 250,586 25,000 50,038 CHF 5,243 CHF 100.00% 100.00%
09/07/2024 4.74% 0.20 CHF 0.21 CHF 250,000 25,000 243,751 25,000 50,260 CHF 5,408 CHF 100.00% 100.00%
08/07/2024 4.29% 0.22 CHF 0.23 CHF 230,000 25,000 221,739 25,000 50,600 CHF 5,957 CHF 100.00% 100.00%
05/07/2024 4.19% 0.24 CHF 0.25 CHF 210,000 25,000 216,206 25,000 50,517 CHF 6,095 CHF 61.81% 61.81%
04/07/2024 7.72% 0.21 CHF 0.22 CHF 240,000 25,000 29,423 13,430 6,115 CHF 2,971 CHF 100.00% 100.00%
03/07/2024 7.00% 0.22 CHF 0.24 CHF 12,500 12,500 12,500 12,500 2,738 CHF 2,936 CHF 99.73% 99.73%
02/07/2024 8.15% 0.20 CHF 0.22 CHF 12,500 12,500 12,500 12,500 2,442 CHF 2,649 CHF 100.00% 100.00%

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