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 2.25% 0.44 CHF 0.45 CHF 109,673 20,000 109,535 20,000 48,090 CHF 8,981 CHF 93.15% 93.15%
12/07/2024 2.65% 0.36 CHF 0.37 CHF 111,650 20,000 111,575 20,000 41,545 CHF 7,648 CHF 99.01% 99.01%
11/07/2024 2.82% 0.40 CHF 0.41 CHF 110,636 20,000 110,889 20,000 44,490 CHF 8,254 CHF 99.08% 99.08%
10/07/2024 2.32% 0.43 CHF 0.44 CHF 110,424 20,000 110,372 20,000 47,123 CHF 8,739 CHF 100.00% 100.00%
09/07/2024 2.54% 0.37 CHF 0.38 CHF 111,851 20,000 111,456 20,000 43,418 CHF 7,992 CHF 100.00% 100.00%
08/07/2024 2.50% 0.40 CHF 0.41 CHF 111,057 20,000 110,985 20,000 43,871 CHF 8,106 CHF 98.29% 98.29%
05/07/2024 2.37% 0.40 CHF 0.41 CHF 111,303 20,000 110,791 20,000 46,255 CHF 8,551 CHF 93.65% 93.65%
04/07/2024 2.40% 0.42 CHF 0.43 CHF 110,952 20,000 111,251 20,000 45,839 CHF 8,441 CHF 100.00% 100.00%
03/07/2024 2.70% 0.39 CHF 0.40 CHF 111,829 25,000 112,823 25,000 41,248 CHF 9,392 CHF 99.73% 99.73%
02/07/2024 3.71% 0.28 CHF 0.29 CHF 115,284 25,000 115,774 25,000 30,768 CHF 6,896 CHF 99.77% 99.77%

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