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 2.37% 0.45 CHF 0.46 CHF 120,000 25,000 124,441 25,000 51,813 CHF 10,670 CHF 97.10% 97.10%
12/07/2024 4.87% 0.33 CHF 0.35 CHF 12,500 12,500 12,500 12,500 4,341 CHF 4,556 CHF 91.64% 91.64%
11/07/2024 4.54% 0.21 CHF 0.22 CHF 172,952 25,000 173,678 25,000 37,381 CHF 5,630 CHF 89.96% 89.96%
10/07/2024 4.39% 0.24 CHF 0.25 CHF 176,312 25,000 174,447 25,000 38,976 CHF 5,834 CHF 94.79% 94.79%
09/07/2024 5.00% 0.21 CHF 0.22 CHF 173,279 25,000 172,716 25,000 33,757 CHF 5,135 CHF 100.00% 100.00%
08/07/2024 4.15% 0.23 CHF 0.24 CHF 174,511 25,000 175,095 25,000 41,405 CHF 6,161 CHF 100.00% 100.00%
05/07/2024 3.70% 0.26 CHF 0.27 CHF 177,234 25,000 175,914 24,880 46,761 CHF 6,864 CHF 98.87% 98.87%
04/07/2024 3.19% 0.29 CHF 0.30 CHF 179,798 25,000 168,782 25,000 51,993 CHF 7,958 CHF 100.00% 100.00%
03/07/2024 2.98% 0.33 CHF 0.34 CHF 160,000 25,000 159,723 25,000 52,715 CHF 8,501 CHF 99.73% 99.73%
02/07/2024 2.91% 0.33 CHF 0.34 CHF 160,000 25,000 152,177 25,000 51,611 CHF 8,732 CHF 100.00% 100.00%

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