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 3.88% 0.26 CHF 0.27 CHF 109,624 20,000 109,537 20,000 27,697 CHF 5,257 CHF 93.14% 93.14%
12/07/2024 3.05% 0.33 CHF 0.34 CHF 111,620 20,000 111,615 20,000 36,028 CHF 6,655 CHF 99.01% 99.01%
11/07/2024 3.33% 0.30 CHF 0.31 CHF 110,636 20,000 110,916 20,000 32,762 CHF 6,107 CHF 99.08% 99.08%
10/07/2024 3.65% 0.26 CHF 0.27 CHF 110,412 20,000 110,388 20,000 29,698 CHF 5,580 CHF 100.00% 100.00%
09/07/2024 3.20% 0.33 CHF 0.34 CHF 111,976 20,000 111,435 20,000 34,321 CHF 6,359 CHF 100.00% 100.00%
08/07/2024 3.90% 0.30 CHF 0.31 CHF 111,057 20,000 111,012 20,000 33,604 CHF 6,294 CHF 98.29% 98.29%
05/07/2024 3.47% 0.30 CHF 0.31 CHF 111,303 20,000 110,787 20,000 31,463 CHF 5,879 CHF 93.65% 93.65%
04/07/2024 3.39% 0.29 CHF 0.30 CHF 110,994 20,000 111,222 20,000 32,230 CHF 5,996 CHF 100.00% 100.00%
03/07/2024 2.95% 0.31 CHF 0.32 CHF 111,829 25,000 112,823 25,000 37,728 CHF 8,608 CHF 99.73% 99.73%
02/07/2024 2.28% 0.42 CHF 0.43 CHF 115,284 25,000 114,768 25,000 49,860 CHF 11,116 CHF 100.00% 100.00%

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