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 5.29% 0.40 CHF 0.42 CHF 82,103 50,000 81,131 50,000 32,297 CHF 20,989 CHF 95.72% 95.72%
12/07/2024 6.01% 0.42 CHF 0.44 CHF 80,295 50,000 83,979 50,000 31,877 CHF 20,170 CHF 95.76% 95.76%
11/07/2024 3.06% 0.39 CHF 0.41 CHF 84,856 50,000 89,184 50,000 31,242 CHF 18,071 CHF 94.94% 94.94%
10/07/2024 3.58% 0.37 CHF 0.39 CHF 85,196 50,000 88,666 50,000 31,675 CHF 18,549 CHF 84.45% 84.45%
09/07/2024 3.56% 0.32 CHF 0.33 CHF 92,967 50,000 86,926 50,000 32,492 CHF 19,386 CHF 97.08% 97.08%
08/07/2024 5.23% 0.39 CHF 0.41 CHF 84,500 50,000 84,791 50,000 32,829 CHF 20,402 CHF 84.32% 84.32%
05/07/2024 4.59% 0.39 CHF 0.41 CHF 83,591 50,000 83,551 50,000 34,563 CHF 21,695 CHF 67.01% 67.01%
04/07/2024 4.22% 0.36 CHF 0.37 CHF 89,198 50,000 89,905 50,000 31,638 CHF 18,355 CHF 89.88% 89.88%
03/07/2024 3.22% 0.31 CHF 0.32 CHF 97,729 50,000 99,596 50,000 30,546 CHF 15,846 CHF 43.99% 43.99%
02/07/2024 3.76% 0.29 CHF 0.30 CHF 102,879 50,000 109,486 50,000 28,702 CHF 13,649 CHF 100.00% 100.00%

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