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 7.11% 0.23 CHF 0.25 CHF 190,946 50,000 177,396 50,000 46,145 CHF 13,992 CHF 99.72% 99.72%
12/07/2024 10.34% 0.27 CHF 0.30 CHF 25,000 25,000 25,000 25,000 6,522 CHF 7,233 CHF 99.01% 99.01%
11/07/2024 9.95% 0.28 CHF 0.30 CHF 25,000 25,000 25,000 25,000 6,773 CHF 7,482 CHF 97.88% 97.88%
10/07/2024 11.22% 0.24 CHF 0.27 CHF 25,000 25,000 25,000 25,000 5,937 CHF 6,640 CHF 99.81% 99.81%
09/07/2024 10.03% 0.26 CHF 0.29 CHF 25,000 25,000 25,000 25,000 6,788 CHF 7,505 CHF 100.00% 100.00%
08/07/2024 6.22% 0.28 CHF 0.29 CHF 178,164 50,000 169,857 50,000 51,217 CHF 16,052 CHF 100.00% 100.00%
05/07/2024 6.21% 0.30 CHF 0.31 CHF 172,190 50,000 168,989 50,000 51,606 CHF 16,251 CHF 82.68% 82.68%
04/07/2024 5.50% 0.32 CHF 0.33 CHF 169,467 50,000 163,055 50,000 51,676 CHF 16,750 CHF 94.22% 94.22%
03/07/2024 7.55% 0.33 CHF 0.34 CHF 160,000 50,000 73,011 33,561 22,731 CHF 11,231 CHF 99.81% 99.81%
02/07/2024 7.43% 0.25 CHF 0.26 CHF 202,320 50,000 207,569 50,000 47,847 CHF 12,418 CHF 86.29% 86.29%

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