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 3.79% 0.34 CHF 0.35 CHF 150,000 75,000 147,042 75,000 51,894 CHF 27,578 CHF 94.91% 94.91%
12/07/2024 7.03% 0.37 CHF 0.40 CHF 37,500 37,500 37,500 37,500 13,156 CHF 14,114 CHF 99.38% 99.38%
11/07/2024 6.05% 0.36 CHF 0.38 CHF 37,500 37,500 37,500 37,500 15,508 CHF 16,470 CHF 98.46% 98.46%
10/07/2024 1.98% 0.74 CHF 0.75 CHF 75,000 75,000 78,689 75,000 55,407 CHF 53,891 CHF 100.00% 100.00%
09/07/2024 2.29% 0.70 CHF 0.71 CHF 80,000 75,000 80,000 75,000 54,678 CHF 52,447 CHF 100.00% 100.00%
08/07/2024 2.40% 0.63 CHF 0.65 CHF 80,000 75,000 80,000 75,000 52,557 CHF 50,468 CHF 100.00% 100.00%
05/07/2024 2.49% 0.62 CHF 0.63 CHF 90,000 75,000 83,063 75,000 52,166 CHF 48,325 CHF 99.62% 99.62%
04/07/2024 2.39% 0.63 CHF 0.64 CHF 80,000 75,000 81,690 75,000 51,601 CHF 48,541 CHF 100.00% 100.00%
03/07/2024 2.32% 0.63 CHF 0.64 CHF 80,000 75,000 89,724 75,000 54,825 CHF 46,908 CHF 99.73% 99.73%
02/07/2024 2.54% 0.60 CHF 0.62 CHF 90,000 75,000 91,736 75,000 52,140 CHF 43,751 CHF 100.00% 100.00%

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