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 4.27% 0.56 CHF 0.57 CHF 90,000 25,000 90,000 20,013 51,919 CHF 12,021 CHF 99.35% 99.35%
12/07/2024 4.44% 0.57 CHF 0.58 CHF 90,000 25,000 95,973 20,012 53,558 CHF 11,683 CHF 99.67% 99.67%
11/07/2024 4.55% 0.53 CHF 0.54 CHF 100,000 25,000 97,726 20,016 52,466 CHF 11,276 CHF 90.82% 90.82%
10/07/2024 5.39% 0.49 CHF 0.50 CHF 110,000 25,000 113,131 20,012 52,408 CHF 9,814 CHF 99.62% 99.62%
09/07/2024 5.21% 0.43 CHF 0.44 CHF 120,000 25,000 111,671 20,014 52,121 CHF 9,800 CHF 99.66% 99.66%
08/07/2024 5.08% 0.48 CHF 0.49 CHF 110,000 25,000 110,000 20,013 53,556 CHF 10,232 CHF 99.68% 99.68%
05/07/2024 5.30% 0.49 CHF 0.50 CHF 110,000 25,000 110,021 20,028 51,218 CHF 9,811 CHF 98.33% 98.33%
04/07/2024 5.26% 0.49 CHF 0.50 CHF 110,000 25,000 110,000 20,021 51,810 CHF 9,929 CHF 100.00% 100.00%
03/07/2024 5.22% 0.47 CHF 0.48 CHF 110,000 25,000 110,000 20,028 52,185 CHF 10,006 CHF 99.66% 99.66%
02/07/2024 4.91% 0.48 CHF 0.49 CHF 110,000 25,000 101,848 20,010 50,958 CHF 10,493 CHF 99.68% 99.68%

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