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 3.80% 0.41 CHF 0.43 CHF 123,541 50,000 112,485 50,000 52,015 CHF 24,061 CHF 95.58% 95.58%
12/07/2024 5.84% 0.48 CHF 0.50 CHF 25,000 25,000 25,000 25,000 11,552 CHF 12,246 CHF 99.01% 99.01%
11/07/2024 5.82% 0.48 CHF 0.51 CHF 25,000 25,000 25,000 25,000 11,813 CHF 12,521 CHF 98.72% 98.72%
10/07/2024 6.65% 0.43 CHF 0.46 CHF 25,000 25,000 25,000 25,000 10,503 CHF 11,223 CHF 99.81% 99.81%
09/07/2024 5.99% 0.45 CHF 0.48 CHF 25,000 25,000 25,000 25,000 11,665 CHF 12,385 CHF 100.00% 100.00%
08/07/2024 3.55% 0.47 CHF 0.49 CHF 110,000 50,000 102,718 50,000 52,074 CHF 26,293 CHF 100.00% 100.00%
05/07/2024 3.56% 0.51 CHF 0.53 CHF 100,000 50,000 100,000 50,000 50,828 CHF 26,334 CHF 98.86% 98.86%
04/07/2024 3.28% 0.52 CHF 0.54 CHF 100,000 50,000 100,000 50,000 51,740 CHF 26,733 CHF 100.00% 100.00%
03/07/2024 4.79% 0.53 CHF 0.55 CHF 100,000 50,000 51,915 33,561 26,222 CHF 17,743 CHF 99.81% 99.81%
02/07/2024 4.80% 0.42 CHF 0.43 CHF 125,180 50,000 126,039 50,000 48,220 CHF 20,071 CHF 93.38% 93.38%

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