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 4.38% 0.24 CHF 0.25 CHF 120,000 120,000 53,530 53,530 12,370 CHF 12,908 CHF 99.99% 99.99%
12/07/2024 4.29% 0.23 CHF 0.24 CHF 120,000 120,000 53,491 53,491 12,418 CHF 12,956 CHF 100.00% 100.00%
11/07/2024 3.63% 0.27 CHF 0.28 CHF 110,000 110,000 51,593 51,593 14,340 CHF 14,858 CHF 100.00% 100.00%
10/07/2024 3.74% 0.27 CHF 0.28 CHF 110,000 110,000 51,395 51,395 13,941 CHF 14,457 CHF 100.00% 100.00%
09/07/2024 3.89% 0.26 CHF 0.27 CHF 110,000 110,000 51,415 51,415 13,512 CHF 14,029 CHF 100.00% 100.00%
08/07/2024 4.21% 0.23 CHF 0.24 CHF 120,000 120,000 53,486 53,486 12,695 CHF 13,233 CHF 100.00% 100.00%
05/07/2024 4.92% 0.22 CHF 0.23 CHF 120,000 120,000 53,221 53,221 11,246 CHF 11,784 CHF 99.89% 99.89%
04/07/2024 4.55% 0.22 CHF 0.23 CHF 50,000 50,000 39,248 39,248 8,499 CHF 8,892 CHF 100.00% 100.00%
03/07/2024 4.31% 0.22 CHF 0.23 CHF 120,000 120,000 53,524 53,524 12,361 CHF 12,899 CHF 100.00% 100.00%
02/07/2024 4.57% 0.22 CHF 0.23 CHF 120,000 120,000 52,691 52,691 11,602 CHF 12,131 CHF 99.99% 99.99%

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