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 5.91% 0.32 CHF 0.34 CHF 160,000 25,000 158,495 25,000 52,059 CHF 8,714 CHF 98.73% 98.73%
12/07/2024 5.74% 0.35 CHF 0.37 CHF 150,000 25,000 149,966 25,000 51,908 CHF 9,165 CHF 99.38% 99.38%
11/07/2024 5.64% 0.35 CHF 0.37 CHF 150,000 25,000 146,531 25,000 51,554 CHF 9,311 CHF 99.15% 99.15%
10/07/2024 5.79% 0.35 CHF 0.37 CHF 150,000 25,000 154,492 25,000 51,853 CHF 8,895 CHF 100.00% 100.00%
09/07/2024 5.78% 0.34 CHF 0.36 CHF 150,000 25,000 146,706 25,000 51,897 CHF 9,377 CHF 100.00% 100.00%
08/07/2024 - 0.32 CHF 0.42 CHF 160,000 20,000 0 0 0 CHF 0 CHF 0.00% 0.00%
05/07/2024 5.03% 0.36 CHF 0.38 CHF 140,000 25,000 138,709 25,000 51,850 CHF 9,834 CHF 95.94% 95.94%
04/07/2024 5.92% 0.32 CHF 0.34 CHF 160,000 25,000 161,731 25,000 52,123 CHF 8,556 CHF 100.00% 100.00%
03/07/2024 6.15% 0.32 CHF 0.34 CHF 160,000 25,000 168,699 25,000 51,834 CHF 8,171 CHF 99.73% 99.73%
02/07/2024 6.58% 0.29 CHF 0.31 CHF 180,000 25,000 179,888 25,000 51,066 CHF 7,581 CHF 100.00% 100.00%

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