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 6.09% 0.24 CHF 0.26 CHF 202,424 50,000 197,071 50,000 49,326 CHF 13,305 CHF 82.60% 82.60%
12/07/2024 4.55% 0.26 CHF 0.27 CHF 193,315 50,000 197,501 50,000 49,784 CHF 13,195 CHF 72.38% 72.38%
11/07/2024 7.39% 0.25 CHF 0.27 CHF 198,653 50,000 201,113 50,000 48,563 CHF 13,002 CHF 78.02% 78.02%
10/07/2024 6.67% 0.24 CHF 0.26 CHF 201,940 50,000 200,138 50,000 49,361 CHF 13,183 CHF 100.00% 100.00%
09/07/2024 6.76% 0.25 CHF 0.26 CHF 199,977 50,000 198,133 50,000 50,316 CHF 13,590 CHF 100.00% 100.00%
08/07/2024 5.93% 0.25 CHF 0.27 CHF 200,000 50,000 200,343 50,000 49,880 CHF 13,212 CHF 99.45% 99.45%
05/07/2024 6.45% 0.23 CHF 0.24 CHF 210,095 50,000 210,660 50,000 48,820 CHF 12,362 CHF 99.62% 99.62%
04/07/2024 7.75% 0.23 CHF 0.25 CHF 208,850 50,000 205,857 50,000 49,071 CHF 12,887 CHF 92.35% 92.35%
03/07/2024 5.99% 0.25 CHF 0.27 CHF 200,000 50,000 200,307 50,000 49,966 CHF 13,245 CHF 87.34% 87.34%
02/07/2024 7.29% 0.25 CHF 0.27 CHF 200,000 50,000 208,904 50,000 50,340 CHF 12,964 CHF 73.56% 73.56%

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