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 4.08% 0.32 CHF 0.33 CHF 112,055 50,000 110,644 50,000 37,087 CHF 17,459 CHF 94.83% 94.83%
12/07/2024 3.71% 0.37 CHF 0.38 CHF 108,592 50,000 108,585 50,000 39,989 CHF 19,112 CHF 99.01% 99.01%
11/07/2024 3.54% 0.33 CHF 0.35 CHF 110,669 50,000 111,495 50,000 36,820 CHF 17,107 CHF 92.55% 92.55%
10/07/2024 3.86% 0.30 CHF 0.31 CHF 113,594 50,000 114,752 50,000 32,363 CHF 14,658 CHF 100.00% 100.00%
09/07/2024 5.03% 0.30 CHF 0.31 CHF 113,527 50,000 113,275 50,000 34,243 CHF 15,899 CHF 100.00% 100.00%
08/07/2024 3.98% 0.29 CHF 0.31 CHF 113,879 50,000 111,054 49,819 35,854 CHF 16,739 CHF 100.00% 100.00%
05/07/2024 4.06% 0.32 CHF 0.33 CHF 112,576 50,000 113,602 50,000 34,314 CHF 15,735 CHF 98.87% 98.87%
04/07/2024 4.28% 0.28 CHF 0.29 CHF 115,729 50,000 116,383 50,000 31,041 CHF 13,918 CHF 100.00% 100.00%
03/07/2024 5.19% 0.27 CHF 0.28 CHF 116,327 50,000 116,313 50,000 31,637 CHF 14,326 CHF 99.73% 99.73%
02/07/2024 4.84% 0.26 CHF 0.28 CHF 117,122 50,000 117,147 50,000 30,742 CHF 13,774 CHF 100.00% 100.00%

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