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 2.09% 0.44 CHF 0.45 CHF 120,000 25,000 110,076 25,000 52,042 CHF 12,080 CHF 97.10% 97.10%
12/07/2024 3.00% 0.56 CHF 0.57 CHF 12,500 12,500 12,500 12,500 6,783 CHF 6,989 CHF 91.37% 91.37%
11/07/2024 1.47% 0.68 CHF 0.69 CHF 80,000 25,000 80,000 25,000 54,178 CHF 17,181 CHF 89.95% 89.95%
10/07/2024 1.48% 0.65 CHF 0.66 CHF 80,000 25,000 80,000 25,000 53,523 CHF 16,976 CHF 94.79% 94.79%
09/07/2024 1.42% 0.68 CHF 0.69 CHF 80,000 25,000 79,997 25,000 55,766 CHF 17,678 CHF 100.00% 100.00%
08/07/2024 1.51% 0.67 CHF 0.68 CHF 80,000 25,000 80,000 25,000 52,523 CHF 16,664 CHF 100.00% 100.00%
05/07/2024 1.58% 0.63 CHF 0.64 CHF 80,000 25,000 80,559 24,880 50,655 CHF 15,896 CHF 98.87% 98.87%
04/07/2024 1.69% 0.60 CHF 0.61 CHF 90,000 25,000 90,000 25,000 52,766 CHF 14,907 CHF 100.00% 100.00%
03/07/2024 1.76% 0.57 CHF 0.58 CHF 90,000 25,000 90,000 25,000 50,672 CHF 14,326 CHF 99.73% 99.73%
02/07/2024 1.78% 0.56 CHF 0.57 CHF 90,000 25,000 94,683 25,000 52,558 CHF 14,134 CHF 100.00% 100.00%

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