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 3.51% 0.35 CHF 0.36 CHF 111,984 50,000 110,650 50,000 40,358 CHF 18,892 CHF 94.83% 94.83%
12/07/2024 2.61% 0.40 CHF 0.41 CHF 108,592 50,000 108,577 50,000 43,237 CHF 20,437 CHF 99.01% 99.01%
11/07/2024 3.55% 0.39 CHF 0.40 CHF 109,108 50,000 111,294 50,000 40,066 CHF 18,650 CHF 99.09% 99.09%
10/07/2024 3.47% 0.33 CHF 0.34 CHF 113,510 50,000 114,769 50,000 35,780 CHF 16,139 CHF 100.00% 100.00%
09/07/2024 4.53% 0.33 CHF 0.34 CHF 113,527 50,000 113,304 50,000 37,594 CHF 17,362 CHF 100.00% 100.00%
08/07/2024 3.65% 0.32 CHF 0.34 CHF 113,879 50,000 111,053 49,819 39,186 CHF 18,234 CHF 100.00% 100.00%
05/07/2024 3.61% 0.34 CHF 0.36 CHF 112,576 50,000 113,605 50,000 37,665 CHF 17,192 CHF 98.87% 98.87%
04/07/2024 4.09% 0.31 CHF 0.32 CHF 115,568 50,000 116,379 50,000 34,451 CHF 15,418 CHF 100.00% 100.00%
03/07/2024 4.73% 0.30 CHF 0.31 CHF 116,532 50,000 116,351 50,000 34,903 CHF 15,728 CHF 99.73% 99.73%
02/07/2024 4.04% 0.29 CHF 0.30 CHF 117,044 50,000 117,136 50,000 34,254 CHF 15,226 CHF 100.00% 100.00%

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