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 5.14% 0.28 CHF 0.30 CHF 126,434 50,000 125,998 50,000 34,934 CHF 14,605 CHF 98.73% 98.73%
12/07/2024 4.83% 0.26 CHF 0.27 CHF 126,362 50,000 131,557 50,000 30,939 CHF 12,357 CHF 14.23% 14.23%
11/07/2024 10.46% 0.14 CHF 0.15 CHF 169,889 50,000 195,608 50,000 22,109 CHF 6,305 CHF 99.16% 99.16%
10/07/2024 10.95% 0.11 CHF 0.12 CHF 197,722 50,000 206,373 50,000 21,717 CHF 5,870 CHF 100.00% 100.00%
09/07/2024 9.35% 0.11 CHF 0.12 CHF 194,979 50,000 195,865 50,000 23,083 CHF 6,469 CHF 100.00% 100.00%
08/07/2024 10.21% 0.12 CHF 0.13 CHF 188,012 50,000 196,238 50,000 22,688 CHF 6,407 CHF 100.00% 100.00%
05/07/2024 9.53% 0.11 CHF 0.12 CHF 199,396 50,000 186,060 50,000 23,738 CHF 7,024 CHF 99.62% 99.62%
04/07/2024 8.36% 0.13 CHF 0.14 CHF 191,487 50,000 199,088 50,000 23,867 CHF 6,518 CHF 100.00% 100.00%
03/07/2024 9.05% 0.12 CHF 0.13 CHF 197,732 50,000 201,115 50,000 22,448 CHF 6,119 CHF 99.73% 99.73%
02/07/2024 9.78% 0.12 CHF 0.13 CHF 185,625 50,000 191,708 50,000 23,609 CHF 6,792 CHF 100.00% 100.00%

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