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 5.66% 0.19 CHF 0.20 CHF 112,125 50,000 110,605 50,000 22,975 CHF 10,993 CHF 94.83% 94.83%
12/07/2024 6.53% 0.24 CHF 0.26 CHF 108,244 50,000 108,554 50,000 25,915 CHF 12,743 CHF 99.01% 99.01%
11/07/2024 5.03% 0.23 CHF 0.24 CHF 109,108 50,000 111,439 50,000 22,620 CHF 10,674 CHF 99.09% 99.09%
10/07/2024 6.95% 0.17 CHF 0.18 CHF 113,666 50,000 114,978 50,000 17,563 CHF 8,190 CHF 100.00% 100.00%
09/07/2024 5.64% 0.17 CHF 0.18 CHF 113,704 50,000 113,346 50,000 20,171 CHF 9,414 CHF 100.00% 100.00%
08/07/2024 5.75% 0.17 CHF 0.18 CHF 113,540 50,000 111,032 49,819 21,753 CHF 10,337 CHF 100.00% 100.00%
05/07/2024 6.11% 0.19 CHF 0.20 CHF 112,672 50,000 113,580 50,000 19,736 CHF 9,240 CHF 98.87% 98.87%
04/07/2024 8.69% 0.15 CHF 0.16 CHF 115,333 50,000 116,408 50,000 16,101 CHF 7,547 CHF 100.00% 100.00%
03/07/2024 8.10% 0.14 CHF 0.15 CHF 116,402 50,000 116,307 50,000 16,812 CHF 7,837 CHF 99.73% 99.73%
02/07/2024 9.64% 0.14 CHF 0.15 CHF 117,122 50,000 117,096 50,000 15,863 CHF 7,460 CHF 100.00% 100.00%

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