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 2.28% 0.44 CHF 0.45 CHF 109,624 20,000 109,537 20,000 47,414 CHF 8,857 CHF 93.13% 93.13%
12/07/2024 1.98% 0.51 CHF 0.52 CHF 100,000 20,000 103,877 20,000 52,009 CHF 10,224 CHF 99.01% 99.01%
11/07/2024 2.08% 0.48 CHF 0.49 CHF 110,000 20,000 109,978 20,000 52,278 CHF 9,707 CHF 99.08% 99.08%
10/07/2024 2.20% 0.44 CHF 0.45 CHF 110,412 20,000 110,253 20,000 49,505 CHF 9,180 CHF 100.00% 100.00%
09/07/2024 2.03% 0.51 CHF 0.52 CHF 100,000 20,000 107,206 20,000 52,272 CHF 9,959 CHF 100.00% 100.00%
08/07/2024 2.05% 0.48 CHF 0.49 CHF 110,000 20,000 108,727 20,000 52,458 CHF 9,854 CHF 98.29% 98.29%
05/07/2024 2.46% 0.48 CHF 0.49 CHF 110,000 20,000 110,148 20,000 50,937 CHF 9,479 CHF 93.65% 93.65%
04/07/2024 2.11% 0.47 CHF 0.48 CHF 110,000 20,000 110,000 20,000 51,676 CHF 9,596 CHF 100.00% 100.00%
03/07/2024 1.93% 0.49 CHF 0.50 CHF 110,000 25,000 100,507 25,000 51,671 CHF 13,108 CHF 99.73% 99.73%
02/07/2024 1.62% 0.60 CHF 0.61 CHF 90,000 25,000 86,639 25,000 53,143 CHF 15,605 CHF 99.30% 99.30%

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