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 5.46% 0.19 CHF 0.20 CHF 112,195 50,000 110,619 50,000 23,289 CHF 11,120 CHF 94.81% 94.81%
12/07/2024 4.55% 0.25 CHF 0.26 CHF 108,305 50,000 108,550 50,000 26,781 CHF 12,912 CHF 99.01% 99.01%
11/07/2024 5.99% 0.24 CHF 0.25 CHF 108,855 50,000 111,311 50,000 23,033 CHF 10,987 CHF 99.09% 99.09%
10/07/2024 7.47% 0.18 CHF 0.19 CHF 113,750 50,000 115,009 50,000 18,232 CHF 8,539 CHF 100.00% 100.00%
09/07/2024 6.35% 0.17 CHF 0.19 CHF 113,789 50,000 113,350 50,000 20,409 CHF 9,590 CHF 100.00% 100.00%
08/07/2024 5.60% 0.17 CHF 0.18 CHF 113,879 50,000 111,035 49,819 22,160 CHF 10,510 CHF 100.00% 100.00%
05/07/2024 5.94% 0.19 CHF 0.20 CHF 112,664 50,000 113,600 50,000 20,445 CHF 9,556 CHF 98.87% 98.87%
04/07/2024 8.12% 0.16 CHF 0.17 CHF 115,481 50,000 116,413 50,000 16,634 CHF 7,751 CHF 100.00% 100.00%
03/07/2024 7.02% 0.15 CHF 0.16 CHF 116,395 50,000 116,355 50,000 17,214 CHF 7,935 CHF 99.73% 99.73%
02/07/2024 7.21% 0.14 CHF 0.15 CHF 117,503 50,000 117,175 50,000 16,614 CHF 7,619 CHF 100.00% 100.00%

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