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 6.52% 0.38 CHF 0.41 CHF 25,000 25,000 25,000 25,000 10,135 CHF 10,817 CHF 99.62% 99.62%
12/07/2024 5.39% 0.44 CHF 0.46 CHF 25,000 25,000 25,000 25,000 10,681 CHF 11,272 CHF 98.70% 98.70%
11/07/2024 5.89% 0.43 CHF 0.45 CHF 25,000 25,000 25,000 25,000 10,082 CHF 10,692 CHF 99.09% 99.09%
10/07/2024 5.66% 0.42 CHF 0.45 CHF 25,000 25,000 25,000 25,000 10,345 CHF 10,949 CHF 99.27% 99.27%
09/07/2024 6.06% 0.41 CHF 0.44 CHF 25,000 25,000 25,000 25,000 10,014 CHF 10,638 CHF 100.00% 100.00%
08/07/2024 6.55% 0.40 CHF 0.43 CHF 25,000 25,000 25,000 25,000 9,173 CHF 9,793 CHF 99.98% 99.98%
05/07/2024 7.54% 0.35 CHF 0.37 CHF 25,000 25,000 25,000 25,000 8,077 CHF 8,708 CHF 95.19% 95.19%
04/07/2024 9.29% 0.32 CHF 0.34 CHF 25,000 25,000 25,000 25,000 6,752 CHF 7,381 CHF 97.88% 97.88%
03/07/2024 14.33% 0.10 CHF 0.11 CHF 269,694 50,000 276,851 50,000 27,280 CHF 5,693 CHF 100.00% 100.00%
02/07/2024 15.32% 0.10 CHF 0.11 CHF 292,579 50,000 322,772 50,000 26,271 CHF 4,762 CHF 100.00% 100.00%

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