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 3.49% 0.39 CHF 0.40 CHF 111,984 50,000 110,656 50,000 44,787 CHF 20,959 CHF 94.83% 94.83%
12/07/2024 2.36% 0.44 CHF 0.45 CHF 108,592 50,000 108,577 50,000 47,586 CHF 22,437 CHF 99.01% 99.01%
11/07/2024 2.93% 0.40 CHF 0.42 CHF 110,669 50,000 111,495 50,000 44,624 CHF 20,607 CHF 92.55% 92.55%
10/07/2024 3.00% 0.37 CHF 0.38 CHF 113,510 50,000 114,760 50,000 40,398 CHF 18,139 CHF 100.00% 100.00%
09/07/2024 4.11% 0.37 CHF 0.38 CHF 113,527 50,000 113,275 50,000 42,173 CHF 19,399 CHF 100.00% 100.00%
08/07/2024 3.28% 0.36 CHF 0.38 CHF 113,879 50,000 111,053 49,819 43,628 CHF 20,226 CHF 100.00% 100.00%
05/07/2024 3.23% 0.38 CHF 0.40 CHF 112,576 50,000 113,605 50,000 42,209 CHF 19,192 CHF 98.87% 98.87%
04/07/2024 3.61% 0.35 CHF 0.36 CHF 115,568 50,000 116,379 50,000 39,106 CHF 17,418 CHF 100.00% 100.00%
03/07/2024 3.60% 0.34 CHF 0.35 CHF 116,291 50,000 116,289 50,000 39,770 CHF 17,728 CHF 99.73% 99.73%
02/07/2024 3.84% 0.33 CHF 0.35 CHF 117,122 50,000 117,147 50,000 38,943 CHF 17,274 CHF 100.00% 100.00%

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