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 12.26% 0.11 CHF 0.13 CHF 460,000 50,000 410,266 50,000 50,603 CHF 6,994 CHF 99.72% 99.72%
12/07/2024 21.52% 0.12 CHF 0.15 CHF 25,000 25,000 25,000 25,000 2,987 CHF 3,708 CHF 99.01% 99.01%
11/07/2024 20.92% 0.12 CHF 0.15 CHF 25,000 25,000 25,000 25,000 3,041 CHF 3,750 CHF 99.09% 99.09%
10/07/2024 22.27% 0.11 CHF 0.14 CHF 25,000 25,000 25,000 25,000 2,741 CHF 3,425 CHF 99.81% 99.81%
09/07/2024 20.87% 0.12 CHF 0.15 CHF 25,000 25,000 25,000 25,000 3,059 CHF 3,770 CHF 100.00% 100.00%
08/07/2024 13.54% 0.13 CHF 0.15 CHF 390,000 50,000 368,871 50,000 50,489 CHF 7,847 CHF 100.00% 100.00%
05/07/2024 11.51% 0.14 CHF 0.16 CHF 360,000 50,000 351,730 50,000 50,648 CHF 8,085 CHF 98.45% 98.45%
04/07/2024 11.61% 0.15 CHF 0.17 CHF 340,000 50,000 336,178 50,000 51,020 CHF 8,531 CHF 100.00% 100.00%
03/07/2024 15.07% 0.16 CHF 0.18 CHF 320,000 50,000 130,974 33,561 19,947 CHF 5,847 CHF 99.81% 99.81%
02/07/2024 14.07% 0.13 CHF 0.14 CHF 390,000 50,000 420,023 50,000 50,430 CHF 6,919 CHF 100.00% 100.00%

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