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 9.82% 0.26 CHF 0.28 CHF 25,000 25,000 25,000 25,000 6,321 CHF 6,968 CHF 74.47% 74.47%
12/07/2024 5.56% 0.35 CHF 0.38 CHF 142,997 50,000 148,506 50,000 47,763 CHF 17,010 CHF 93.48% 93.48%
11/07/2024 5.21% 0.33 CHF 0.35 CHF 147,045 50,000 150,308 50,000 47,727 CHF 16,731 CHF 99.09% 99.09%
10/07/2024 5.21% 0.31 CHF 0.33 CHF 149,759 50,000 152,522 50,000 46,927 CHF 16,207 CHF 93.70% 93.70%
09/07/2024 5.26% 0.29 CHF 0.31 CHF 157,204 50,000 150,219 50,000 48,645 CHF 17,094 CHF 91.63% 91.63%
08/07/2024 6.77% 0.36 CHF 0.39 CHF 140,000 50,000 138,372 50,000 52,173 CHF 20,179 CHF 72.60% 72.60%
05/07/2024 7.27% 0.38 CHF 0.41 CHF 139,652 50,000 139,375 50,000 51,887 CHF 20,021 CHF 77.72% 77.72%
04/07/2024 5.56% 0.36 CHF 0.38 CHF 140,000 50,000 146,855 50,000 49,504 CHF 17,844 CHF 83.69% 83.69%
03/07/2024 6.17% 0.26 CHF 0.27 CHF 168,212 50,000 166,966 50,000 43,888 CHF 13,984 CHF 99.31% 99.31%
02/07/2024 6.81% 0.26 CHF 0.28 CHF 169,420 50,000 176,934 50,000 42,470 CHF 12,862 CHF 97.52% 97.52%

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