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 8.10% 0.47 CHF 0.51 CHF 110,000 50,000 110,638 50,000 51,813 CHF 25,400 CHF 99.72% 99.72%
12/07/2024 8.24% 0.44 CHF 0.48 CHF 120,000 50,000 120,597 50,000 51,191 CHF 23,053 CHF 82.26% 82.26%
11/07/2024 8.87% 0.40 CHF 0.44 CHF 130,000 50,000 128,305 50,000 52,339 CHF 22,313 CHF 93.84% 93.84%
10/07/2024 8.49% 0.44 CHF 0.47 CHF 120,000 50,000 126,223 50,000 52,446 CHF 22,640 CHF 93.06% 93.06%
09/07/2024 8.43% 0.41 CHF 0.45 CHF 130,000 50,000 125,768 50,000 52,162 CHF 22,576 CHF 100.00% 100.00%
08/07/2024 8.51% 0.42 CHF 0.45 CHF 120,000 50,000 120,503 50,000 51,994 CHF 23,496 CHF 93.06% 93.06%
05/07/2024 8.03% 0.45 CHF 0.48 CHF 120,000 50,000 119,882 50,000 52,894 CHF 23,908 CHF 96.72% 96.72%
04/07/2024 8.84% 0.44 CHF 0.47 CHF 120,000 50,000 111,731 47,829 48,752 CHF 22,783 CHF 100.00% 100.00%
03/07/2024 12.07% 0.45 CHF 0.51 CHF 25,000 25,000 25,000 25,000 11,697 CHF 13,197 CHF 100.00% 100.00%
02/07/2024 10.36% 0.53 CHF 0.59 CHF 25,000 25,000 25,000 25,000 12,999 CHF 14,415 CHF 100.00% 100.00%

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