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 2.37% 0.39 CHF 0.40 CHF 130,000 25,000 124,719 25,000 51,976 CHF 10,680 CHF 97.09% 97.09%
12/07/2024 3.23% 0.50 CHF 0.52 CHF 12,500 12,500 12,500 12,500 6,105 CHF 6,304 CHF 93.60% 93.60%
11/07/2024 1.59% 0.62 CHF 0.63 CHF 90,000 25,000 86,262 25,000 53,633 CHF 15,802 CHF 89.95% 89.95%
10/07/2024 1.61% 0.59 CHF 0.60 CHF 90,000 25,000 86,564 25,000 53,224 CHF 15,636 CHF 94.79% 94.79%
09/07/2024 1.54% 0.63 CHF 0.64 CHF 80,000 25,000 80,000 25,000 51,436 CHF 16,324 CHF 100.00% 100.00%
08/07/2024 1.65% 0.61 CHF 0.62 CHF 90,000 25,000 90,000 25,000 54,179 CHF 15,300 CHF 100.00% 100.00%
05/07/2024 1.74% 0.58 CHF 0.59 CHF 90,000 25,000 89,255 24,880 51,248 CHF 14,534 CHF 98.87% 98.87%
04/07/2024 1.86% 0.55 CHF 0.56 CHF 100,000 25,000 100,000 25,000 53,169 CHF 13,542 CHF 100.00% 100.00%
03/07/2024 1.94% 0.51 CHF 0.52 CHF 100,000 25,000 100,000 25,000 50,994 CHF 12,999 CHF 99.73% 99.73%
02/07/2024 1.98% 0.51 CHF 0.52 CHF 100,000 25,000 101,401 25,000 50,794 CHF 12,777 CHF 100.00% 100.00%

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