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 3.78% 0.25 CHF 0.26 CHF 151,763 50,000 150,279 50,000 39,128 CHF 13,525 CHF 99.72% 99.72%
12/07/2024 3.57% 0.27 CHF 0.28 CHF 149,381 50,000 149,342 50,000 41,059 CHF 14,247 CHF 99.01% 99.01%
11/07/2024 3.10% 0.31 CHF 0.32 CHF 146,602 50,000 146,246 50,000 46,508 CHF 16,402 CHF 99.09% 99.09%
10/07/2024 3.15% 0.32 CHF 0.33 CHF 146,768 50,000 146,614 50,000 45,876 CHF 16,145 CHF 100.00% 100.00%
09/07/2024 3.25% 0.32 CHF 0.33 CHF 146,474 50,000 147,790 50,000 44,825 CHF 15,667 CHF 100.00% 100.00%
08/07/2024 2.96% 0.32 CHF 0.33 CHF 145,772 50,000 144,913 50,000 48,245 CHF 17,147 CHF 100.00% 100.00%
05/07/2024 2.78% 0.34 CHF 0.35 CHF 144,685 50,000 141,767 50,000 50,309 CHF 18,248 CHF 85.75% 85.75%
04/07/2024 2.87% 0.34 CHF 0.35 CHF 144,785 50,000 145,048 50,000 49,801 CHF 17,668 CHF 100.00% 100.00%
03/07/2024 2.88% 0.33 CHF 0.34 CHF 146,390 50,000 145,647 50,000 49,796 CHF 17,596 CHF 100.00% 100.00%
02/07/2024 3.06% 0.32 CHF 0.33 CHF 147,120 50,000 147,363 50,000 47,469 CHF 16,607 CHF 100.00% 100.00%

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