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 6.83% 0.22 CHF 0.24 CHF 123,498 50,000 121,835 50,000 32,434 CHF 14,252 CHF 99.73% 99.73%
12/07/2024 10.02% 0.28 CHF 0.31 CHF 25,000 25,000 25,000 25,000 6,664 CHF 7,366 CHF 99.01% 99.01%
11/07/2024 9.75% 0.28 CHF 0.31 CHF 25,000 25,000 25,000 25,000 6,950 CHF 7,662 CHF 96.68% 96.68%
10/07/2024 11.58% 0.23 CHF 0.26 CHF 25,000 25,000 25,000 25,000 5,636 CHF 6,323 CHF 99.81% 99.81%
09/07/2024 9.88% 0.25 CHF 0.28 CHF 25,000 25,000 25,000 25,000 6,820 CHF 7,529 CHF 100.00% 100.00%
08/07/2024 5.93% 0.28 CHF 0.29 CHF 122,060 50,000 120,681 50,000 37,563 CHF 16,516 CHF 100.00% 100.00%
05/07/2024 5.39% 0.32 CHF 0.34 CHF 120,896 50,000 120,984 50,000 38,091 CHF 16,614 CHF 98.86% 98.86%
04/07/2024 5.71% 0.32 CHF 0.34 CHF 120,849 50,000 121,055 50,000 38,928 CHF 17,024 CHF 100.00% 100.00%
03/07/2024 7.80% 0.33 CHF 0.35 CHF 120,853 50,000 58,044 33,561 18,056 CHF 11,246 CHF 99.81% 99.81%
02/07/2024 8.86% 0.22 CHF 0.24 CHF 124,956 50,000 125,925 50,000 23,899 CHF 10,366 CHF 100.00% 100.00%

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