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 6.23% 0.30 CHF 0.31 CHF 154,913 50,000 154,043 50,000 44,113 CHF 15,237 CHF 98.72% 98.72%
12/07/2024 6.29% 0.27 CHF 0.29 CHF 152,632 50,000 153,544 50,000 42,822 CHF 14,850 CHF 99.38% 99.38%
11/07/2024 5.71% 0.29 CHF 0.30 CHF 154,050 50,000 156,495 50,000 48,031 CHF 16,244 CHF 99.15% 99.15%
10/07/2024 5.84% 0.31 CHF 0.33 CHF 157,429 50,000 157,529 50,000 49,848 CHF 16,773 CHF 100.00% 100.00%
09/07/2024 5.79% 0.34 CHF 0.36 CHF 150,000 50,000 157,308 50,000 49,619 CHF 16,710 CHF 100.00% 100.00%
08/07/2024 5.81% 0.30 CHF 0.32 CHF 155,628 50,000 155,298 50,000 46,467 CHF 15,856 CHF 100.00% 100.00%
05/07/2024 5.65% 0.30 CHF 0.32 CHF 155,854 50,000 155,024 50,000 45,244 CHF 15,442 CHF 99.62% 99.62%
04/07/2024 5.41% 0.30 CHF 0.32 CHF 156,033 50,000 155,994 50,000 46,424 CHF 15,707 CHF 100.00% 100.00%
03/07/2024 4.15% 0.31 CHF 0.32 CHF 156,945 50,000 158,088 50,000 50,252 CHF 16,567 CHF 99.73% 99.73%
02/07/2024 4.85% 0.34 CHF 0.36 CHF 150,000 50,000 155,353 50,000 51,959 CHF 17,561 CHF 100.00% 100.00%

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