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 5.67% 0.29 CHF 0.30 CHF 200,000 200,000 158,715 158,715 44,872 CHF 47,034 CHF 74.13% 74.13%
12/07/2024 1.09% 2.01 CHF 2.03 CHF 30,000 25,000 30,000 25,000 57,132 CHF 48,133 CHF 99.01% 99.01%
11/07/2024 1.11% 1.81 CHF 1.83 CHF 30,000 25,000 30,000 25,000 53,683 CHF 45,233 CHF 91.87% 91.87%
10/07/2024 1.16% 1.69 CHF 1.70 CHF 30,000 25,000 38,642 25,000 62,442 CHF 40,918 CHF 100.00% 100.00%
09/07/2024 1.15% 1.63 CHF 1.65 CHF 40,000 25,000 32,744 25,000 56,853 CHF 44,123 CHF 100.00% 100.00%
08/07/2024 1.15% 1.78 CHF 1.81 CHF 30,000 25,000 30,019 25,000 55,027 CHF 46,362 CHF 99.98% 99.98%
05/07/2024 1.09% 1.81 CHF 1.84 CHF 30,000 25,000 29,843 24,888 61,361 CHF 51,727 CHF 98.62% 98.62%
04/07/2024 1.10% 1.94 CHF 1.97 CHF 30,000 25,000 30,000 25,000 57,195 CHF 48,191 CHF 100.00% 100.00%
03/07/2024 1.11% 1.85 CHF 1.87 CHF 30,000 25,000 30,071 25,000 54,117 CHF 45,499 CHF 99.82% 99.82%
02/07/2024 1.21% 1.73 CHF 1.75 CHF 30,000 25,000 37,197 25,000 60,116 CHF 41,033 CHF 100.00% 100.00%

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