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 4.20% 0.31 CHF 0.32 CHF 112,055 50,000 110,644 50,000 35,981 CHF 16,959 CHF 94.82% 94.82%
12/07/2024 3.81% 0.36 CHF 0.37 CHF 108,802 50,000 108,618 50,000 38,917 CHF 18,612 CHF 99.01% 99.01%
11/07/2024 3.65% 0.32 CHF 0.34 CHF 110,669 50,000 111,495 50,000 35,705 CHF 16,607 CHF 92.55% 92.55%
10/07/2024 3.73% 0.29 CHF 0.30 CHF 113,594 50,000 114,757 50,000 31,301 CHF 14,158 CHF 100.00% 100.00%
09/07/2024 3.55% 0.29 CHF 0.30 CHF 113,527 50,000 113,119 50,000 33,620 CHF 15,399 CHF 100.00% 100.00%
08/07/2024 4.00% 0.29 CHF 0.30 CHF 113,540 50,000 111,038 49,819 34,911 CHF 16,304 CHF 100.00% 100.00%
05/07/2024 4.20% 0.31 CHF 0.32 CHF 112,576 50,000 113,602 50,000 33,178 CHF 15,235 CHF 98.87% 98.87%
04/07/2024 4.91% 0.27 CHF 0.28 CHF 115,729 50,000 116,404 50,000 29,882 CHF 13,481 CHF 100.00% 100.00%
03/07/2024 4.42% 0.26 CHF 0.27 CHF 116,327 50,000 116,287 50,000 30,764 CHF 13,826 CHF 99.73% 99.73%
02/07/2024 5.20% 0.25 CHF 0.27 CHF 117,044 50,000 117,059 50,000 29,792 CHF 13,404 CHF 100.00% 100.00%

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