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 3.55% 0.33 CHF 0.35 CHF 111,984 50,000 110,642 50,000 38,951 CHF 18,243 CHF 94.82% 94.82%
12/07/2024 2.93% 0.39 CHF 0.40 CHF 108,305 50,000 108,550 50,000 41,978 CHF 19,912 CHF 99.01% 99.01%
11/07/2024 3.39% 0.38 CHF 0.39 CHF 108,855 50,000 111,318 50,000 38,740 CHF 18,001 CHF 99.09% 99.09%
10/07/2024 4.35% 0.32 CHF 0.33 CHF 113,750 50,000 114,993 50,000 34,329 CHF 15,589 CHF 100.00% 100.00%
09/07/2024 3.61% 0.31 CHF 0.33 CHF 113,789 50,000 113,350 50,000 36,278 CHF 16,590 CHF 100.00% 100.00%
08/07/2024 3.31% 0.31 CHF 0.32 CHF 113,879 50,000 111,036 49,819 37,705 CHF 17,485 CHF 100.00% 100.00%
05/07/2024 3.39% 0.33 CHF 0.34 CHF 112,664 50,000 113,600 50,000 36,349 CHF 16,556 CHF 98.87% 98.87%
04/07/2024 4.23% 0.30 CHF 0.31 CHF 115,407 50,000 116,406 50,000 32,912 CHF 14,751 CHF 100.00% 100.00%
03/07/2024 3.67% 0.29 CHF 0.30 CHF 116,395 50,000 116,355 50,000 33,504 CHF 14,935 CHF 99.73% 99.73%
02/07/2024 3.68% 0.28 CHF 0.29 CHF 117,503 50,000 117,176 50,000 33,019 CHF 14,619 CHF 100.00% 100.00%

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