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 3.23% 0.35 CHF 0.36 CHF 112,125 50,000 110,605 50,000 40,671 CHF 18,993 CHF 94.82% 94.82%
12/07/2024 3.96% 0.40 CHF 0.42 CHF 108,244 50,000 108,554 50,000 43,284 CHF 20,743 CHF 99.01% 99.01%
11/07/2024 2.85% 0.39 CHF 0.40 CHF 109,108 50,000 111,439 50,000 40,450 CHF 18,674 CHF 99.09% 99.09%
10/07/2024 3.34% 0.33 CHF 0.34 CHF 113,666 50,000 114,976 50,000 36,001 CHF 16,190 CHF 100.00% 100.00%
09/07/2024 3.01% 0.33 CHF 0.34 CHF 113,704 50,000 113,346 50,000 38,306 CHF 17,414 CHF 100.00% 100.00%
08/07/2024 3.20% 0.33 CHF 0.34 CHF 113,540 50,000 111,032 49,819 39,518 CHF 18,308 CHF 100.00% 100.00%
05/07/2024 3.23% 0.35 CHF 0.36 CHF 112,672 50,000 113,580 50,000 37,909 CHF 17,240 CHF 98.87% 98.87%
04/07/2024 4.12% 0.31 CHF 0.32 CHF 115,333 50,000 116,408 50,000 34,726 CHF 15,547 CHF 100.00% 100.00%
03/07/2024 3.92% 0.30 CHF 0.31 CHF 116,402 50,000 116,310 50,000 35,422 CHF 15,837 CHF 99.73% 99.73%
02/07/2024 4.54% 0.30 CHF 0.31 CHF 117,122 50,000 117,096 50,000 34,598 CHF 15,460 CHF 100.00% 100.00%

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