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 5.87% 0.33 CHF 0.35 CHF 160,000 50,000 155,945 50,000 52,070 CHF 17,713 CHF 99.72% 99.72%
12/07/2024 5.83% 0.34 CHF 0.36 CHF 150,000 50,000 156,938 50,000 52,249 CHF 17,653 CHF 99.01% 99.01%
11/07/2024 5.97% 0.33 CHF 0.36 CHF 160,000 50,000 151,111 50,000 51,332 CHF 18,033 CHF 99.09% 99.09%
10/07/2024 5.60% 0.34 CHF 0.36 CHF 150,000 50,000 150,000 50,000 52,044 CHF 18,348 CHF 63.83% 63.83%
09/07/2024 5.81% 0.33 CHF 0.35 CHF 160,000 50,000 154,293 50,000 51,734 CHF 17,777 CHF 100.00% 100.00%
08/07/2024 5.60% 0.34 CHF 0.36 CHF 150,000 50,000 150,000 50,000 52,072 CHF 18,358 CHF 100.00% 100.00%
05/07/2024 5.28% 0.36 CHF 0.38 CHF 140,000 50,000 140,629 50,000 51,970 CHF 19,484 CHF 98.86% 98.86%
04/07/2024 5.64% 0.34 CHF 0.36 CHF 150,000 50,000 147,052 50,000 51,339 CHF 18,491 CHF 100.00% 100.00%
03/07/2024 6.01% 0.37 CHF 0.39 CHF 140,000 50,000 159,343 50,000 51,438 CHF 17,168 CHF 99.82% 99.82%
02/07/2024 6.62% 0.30 CHF 0.32 CHF 170,000 50,000 178,660 50,000 51,887 CHF 15,519 CHF 100.00% 100.00%

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