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 7.16% 0.26 CHF 0.28 CHF 200,000 25,000 188,786 25,000 51,142 CHF 7,283 CHF 98.73% 98.73%
12/07/2024 6.74% 0.29 CHF 0.31 CHF 180,000 25,000 179,702 25,000 51,862 CHF 7,718 CHF 99.38% 99.38%
11/07/2024 6.62% 0.30 CHF 0.32 CHF 170,000 25,000 174,917 25,000 51,436 CHF 7,859 CHF 99.16% 99.16%
10/07/2024 6.96% 0.29 CHF 0.31 CHF 180,000 25,000 182,792 25,000 50,704 CHF 7,438 CHF 100.00% 100.00%
09/07/2024 6.91% 0.28 CHF 0.30 CHF 180,000 25,000 175,816 25,000 51,977 CHF 7,926 CHF 100.00% 100.00%
08/07/2024 - 0.26 CHF 0.36 CHF 200,000 20,000 0 0 0 CHF 0 CHF 0.00% 0.00%
05/07/2024 5.85% 0.30 CHF 0.32 CHF 170,000 25,000 164,783 25,000 51,906 CHF 8,358 CHF 99.62% 99.62%
04/07/2024 7.23% 0.26 CHF 0.28 CHF 200,000 25,000 194,204 25,000 51,567 CHF 7,143 CHF 100.00% 100.00%
03/07/2024 7.37% 0.26 CHF 0.28 CHF 200,000 25,000 203,096 25,000 50,452 CHF 6,689 CHF 99.73% 99.73%
02/07/2024 8.26% 0.23 CHF 0.25 CHF 220,000 25,000 225,336 25,000 50,582 CHF 6,100 CHF 100.00% 100.00%

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