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 2.56% 0.35 CHF 0.36 CHF 150,000 25,000 134,888 25,000 51,959 CHF 9,890 CHF 97.09% 97.09%
12/07/2024 3.66% 0.47 CHF 0.49 CHF 12,500 12,500 12,500 12,500 5,695 CHF 5,907 CHF 93.60% 93.60%
11/07/2024 1.68% 0.59 CHF 0.60 CHF 90,000 25,000 90,000 25,000 53,170 CHF 15,020 CHF 89.96% 89.96%
10/07/2024 1.70% 0.56 CHF 0.57 CHF 90,000 25,000 90,000 25,000 52,396 CHF 14,805 CHF 94.79% 94.79%
09/07/2024 1.63% 0.60 CHF 0.61 CHF 90,000 25,000 89,705 25,000 54,698 CHF 15,495 CHF 100.00% 100.00%
08/07/2024 1.74% 0.58 CHF 0.59 CHF 90,000 25,000 90,923 25,000 51,820 CHF 14,503 CHF 100.00% 100.00%
05/07/2024 1.84% 0.54 CHF 0.55 CHF 100,000 25,000 99,159 24,880 53,587 CHF 13,693 CHF 98.87% 98.87%
04/07/2024 1.99% 0.52 CHF 0.53 CHF 100,000 25,000 104,187 25,000 51,825 CHF 12,693 CHF 100.00% 100.00%
03/07/2024 2.06% 0.48 CHF 0.49 CHF 110,000 25,000 110,000 25,000 52,742 CHF 12,237 CHF 99.73% 99.73%
02/07/2024 2.11% 0.48 CHF 0.49 CHF 110,000 25,000 110,000 25,000 51,563 CHF 11,969 CHF 100.00% 100.00%

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