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 4.01% 0.27 CHF 0.28 CHF 112,195 50,000 110,622 50,000 32,100 CHF 15,108 CHF 94.83% 94.83%
12/07/2024 3.24% 0.33 CHF 0.34 CHF 108,322 50,000 108,593 50,000 35,410 CHF 16,841 CHF 98.18% 98.18%
11/07/2024 4.73% 0.32 CHF 0.33 CHF 108,855 50,000 111,344 50,000 31,644 CHF 14,903 CHF 99.09% 99.09%
10/07/2024 5.53% 0.26 CHF 0.27 CHF 113,776 50,000 114,961 50,000 27,034 CHF 12,428 CHF 100.00% 100.00%
09/07/2024 4.26% 0.25 CHF 0.26 CHF 113,789 50,000 113,364 50,000 29,341 CHF 13,503 CHF 100.00% 100.00%
08/07/2024 3.97% 0.25 CHF 0.26 CHF 113,879 50,000 111,026 49,819 31,032 CHF 14,486 CHF 100.00% 100.00%
05/07/2024 4.46% 0.27 CHF 0.28 CHF 112,689 50,000 113,558 50,000 29,360 CHF 13,516 CHF 98.87% 98.87%
04/07/2024 4.50% 0.24 CHF 0.25 CHF 115,246 50,000 116,565 50,000 25,956 CHF 11,647 CHF 100.00% 100.00%
03/07/2024 4.76% 0.22 CHF 0.24 CHF 116,395 50,000 116,296 50,000 26,387 CHF 11,898 CHF 99.73% 99.73%
02/07/2024 5.18% 0.22 CHF 0.23 CHF 117,226 50,000 117,121 50,000 25,838 CHF 11,618 CHF 100.00% 100.00%

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