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 3.81% 0.39 CHF 0.41 CHF 130,000 7,500 117,878 7,500 52,220 CHF 3,459 CHF 95.22% 95.22%
12/07/2024 3.68% 0.47 CHF 0.48 CHF 110,000 7,500 107,117 7,500 51,549 CHF 3,749 CHF 99.01% 99.01%
11/07/2024 3.53% 0.45 CHF 0.47 CHF 120,000 7,500 116,334 7,500 52,160 CHF 3,488 CHF 97.34% 97.34%
10/07/2024 4.78% 0.37 CHF 0.38 CHF 140,000 7,500 146,904 7,500 51,695 CHF 2,771 CHF 100.00% 100.00%
09/07/2024 4.68% 0.37 CHF 0.39 CHF 140,000 7,500 145,536 7,500 51,714 CHF 2,795 CHF 100.00% 100.00%
08/07/2024 4.72% 0.36 CHF 0.37 CHF 140,000 7,500 146,041 7,500 51,639 CHF 2,783 CHF 93.45% 93.45%
05/07/2024 4.93% 0.35 CHF 0.37 CHF 150,000 7,500 151,084 7,500 51,847 CHF 2,708 CHF 98.81% 98.81%
04/07/2024 4.84% 0.33 CHF 0.35 CHF 160,000 7,500 161,751 7,500 52,110 CHF 2,540 CHF 100.00% 100.00%
03/07/2024 6.08% 0.27 CHF 0.28 CHF 190,000 7,500 190,531 7,500 50,917 CHF 2,135 CHF 99.73% 99.73%
02/07/2024 5.97% 0.26 CHF 0.27 CHF 200,000 7,500 201,601 7,500 50,825 CHF 2,008 CHF 100.00% 100.00%

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