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 2.07% 0.47 CHF 0.48 CHF 109,624 20,000 109,531 20,000 52,269 CHF 9,744 CHF 90.89% 90.89%
12/07/2024 2.89% 0.40 CHF 0.41 CHF 111,595 20,000 111,564 20,000 45,606 CHF 8,416 CHF 99.01% 99.01%
11/07/2024 2.25% 0.44 CHF 0.45 CHF 110,447 20,000 110,987 20,000 48,696 CHF 8,976 CHF 94.43% 94.43%
10/07/2024 2.12% 0.47 CHF 0.48 CHF 110,000 20,000 110,047 20,000 51,402 CHF 9,542 CHF 77.69% 77.69%
09/07/2024 2.32% 0.41 CHF 0.42 CHF 111,976 20,000 111,422 20,000 47,496 CHF 8,726 CHF 100.00% 100.00%
08/07/2024 2.29% 0.44 CHF 0.45 CHF 111,112 20,000 111,064 20,000 47,863 CHF 8,819 CHF 89.50% 89.50%
05/07/2024 2.19% 0.44 CHF 0.45 CHF 111,223 20,000 110,516 20,000 50,046 CHF 9,258 CHF 89.58% 89.58%
04/07/2024 2.21% 0.45 CHF 0.46 CHF 111,117 20,000 111,253 20,000 49,762 CHF 9,146 CHF 69.91% 69.91%
03/07/2024 2.46% 0.43 CHF 0.44 CHF 111,693 25,000 112,816 25,000 45,421 CHF 10,318 CHF 99.73% 99.73%
02/07/2024 3.25% 0.32 CHF 0.33 CHF 115,317 25,000 115,779 25,000 35,148 CHF 7,841 CHF 100.00% 100.00%

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