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 6.99% 0.49 CHF 0.50 CHF 60,000 60,000 23,062 23,062 12,255 CHF 12,670 CHF 99.74% 99.74%
12/07/2024 3.85% 0.68 CHF 0.69 CHF 60,000 60,000 29,922 29,922 18,489 CHF 19,068 CHF 100.00% 100.00%
11/07/2024 4.56% 0.58 CHF 0.59 CHF 60,000 60,000 30,196 30,196 15,919 CHF 16,502 CHF 99.72% 99.72%
10/07/2024 4.03% 0.48 CHF 0.49 CHF 70,000 70,000 32,726 32,726 15,562 CHF 16,085 CHF 99.95% 99.95%
09/07/2024 4.04% 0.49 CHF 0.50 CHF 70,000 70,000 32,803 32,803 15,547 CHF 16,073 CHF 99.62% 99.62%
08/07/2024 4.00% 0.47 CHF 0.48 CHF 70,000 70,000 32,724 32,724 15,756 CHF 16,287 CHF 99.99% 99.99%
05/07/2024 4.02% 0.47 CHF 0.48 CHF 70,000 70,000 32,839 32,839 15,659 CHF 16,185 CHF 99.64% 99.64%
04/07/2024 11.45% 0.48 CHF 0.49 CHF 30,000 30,000 10,335 10,335 4,888 CHF 5,171 CHF 98.98% 98.98%
03/07/2024 4.50% 0.47 CHF 0.48 CHF 70,000 70,000 31,536 31,536 13,793 CHF 14,282 CHF 98.48% 98.48%
02/07/2024 4.74% 0.41 CHF 0.42 CHF 70,000 70,000 32,748 32,748 13,211 CHF 13,735 CHF 100.00% 100.00%

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