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 8.22% 0.33 CHF 0.34 CHF 160,000 25,000 174,330 20,012 51,756 CHF 6,465 CHF 99.36% 99.36%
12/07/2024 7.70% 0.32 CHF 0.33 CHF 160,000 25,000 160,830 20,012 51,022 CHF 6,835 CHF 99.67% 99.67%
11/07/2024 7.12% 0.36 CHF 0.37 CHF 140,000 25,000 154,161 20,014 51,986 CHF 7,244 CHF 90.89% 90.89%
10/07/2024 5.92% 0.40 CHF 0.41 CHF 130,000 25,000 124,713 20,012 51,455 CHF 8,726 CHF 99.63% 99.63%
09/07/2024 6.08% 0.46 CHF 0.47 CHF 110,000 25,000 126,538 20,013 51,764 CHF 8,753 CHF 99.67% 99.67%
08/07/2024 6.35% 0.41 CHF 0.42 CHF 130,000 25,000 134,969 20,013 52,505 CHF 8,301 CHF 99.69% 99.69%
05/07/2024 5.94% 0.41 CHF 0.42 CHF 130,000 25,000 128,098 20,028 52,957 CHF 8,786 CHF 98.34% 98.34%
04/07/2024 6.01% 0.41 CHF 0.42 CHF 130,000 25,000 128,793 20,021 52,835 CHF 8,712 CHF 100.00% 100.00%
03/07/2024 5.99% 0.43 CHF 0.44 CHF 120,000 25,000 129,492 20,027 53,045 CHF 8,694 CHF 99.67% 99.67%
02/07/2024 6.46% 0.43 CHF 0.44 CHF 120,000 25,000 137,597 20,010 53,105 CHF 8,251 CHF 99.68% 99.68%

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