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 4.81% 0.70 CHF 0.73 CHF 78,482 25,000 72,211 25,000 53,525 CHF 19,483 CHF 65.87% 65.87%
12/07/2024 3.90% 0.72 CHF 0.75 CHF 78,228 25,000 79,347 25,000 54,248 CHF 17,775 CHF 98.24% 98.24%
11/07/2024 3.79% 0.72 CHF 0.75 CHF 78,327 25,000 79,128 25,000 55,190 CHF 18,112 CHF 96.22% 96.22%
10/07/2024 4.17% 0.66 CHF 0.69 CHF 80,000 25,000 80,000 25,000 53,003 CHF 17,268 CHF 100.00% 100.00%
09/07/2024 3.78% 0.65 CHF 0.67 CHF 80,000 25,000 79,986 25,000 55,026 CHF 17,860 CHF 100.00% 100.00%
08/07/2024 3.78% 0.69 CHF 0.72 CHF 80,000 25,000 75,142 25,000 53,659 CHF 18,574 CHF 99.55% 99.55%
05/07/2024 3.99% 0.75 CHF 0.77 CHF 70,000 25,000 70,000 25,000 52,870 CHF 19,652 CHF 99.62% 99.62%
04/07/2024 4.55% 0.79 CHF 0.83 CHF 70,000 25,000 66,705 25,000 55,098 CHF 21,676 CHF 100.00% 100.00%
03/07/2024 3.89% 0.85 CHF 0.89 CHF 60,000 25,000 67,791 25,000 53,987 CHF 20,783 CHF 96.53% 96.53%
02/07/2024 4.44% 0.61 CHF 0.63 CHF 88,030 25,000 88,774 25,000 53,099 CHF 15,638 CHF 100.00% 100.00%

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