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 7.72% 0.21 CHF 0.23 CHF 240,000 50,000 215,329 50,000 50,372 CHF 12,672 CHF 99.72% 99.72%
12/07/2024 11.58% 0.24 CHF 0.27 CHF 25,000 25,000 25,000 25,000 5,842 CHF 6,559 CHF 99.01% 99.01%
11/07/2024 10.99% 0.24 CHF 0.27 CHF 25,000 25,000 25,000 25,000 6,023 CHF 6,723 CHF 99.08% 99.08%
10/07/2024 11.97% 0.22 CHF 0.25 CHF 25,000 25,000 25,000 25,000 5,402 CHF 6,088 CHF 99.81% 99.81%
09/07/2024 11.22% 0.23 CHF 0.26 CHF 25,000 25,000 25,000 25,000 6,015 CHF 6,729 CHF 100.00% 100.00%
08/07/2024 7.02% 0.24 CHF 0.26 CHF 210,000 50,000 193,901 50,000 51,208 CHF 14,175 CHF 100.00% 100.00%
05/07/2024 6.53% 0.27 CHF 0.29 CHF 190,000 50,000 192,002 50,000 51,424 CHF 14,304 CHF 98.72% 98.72%
04/07/2024 6.58% 0.27 CHF 0.29 CHF 190,000 50,000 182,426 50,000 50,684 CHF 14,843 CHF 100.00% 100.00%
03/07/2024 8.69% 0.29 CHF 0.30 CHF 180,000 50,000 80,211 33,561 21,976 CHF 9,967 CHF 99.81% 99.81%
02/07/2024 8.17% 0.23 CHF 0.24 CHF 220,000 50,000 237,023 50,000 50,438 CHF 11,555 CHF 100.00% 100.00%

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