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 5.63% 0.28 CHF 0.30 CHF 123,507 50,000 121,845 50,000 40,188 CHF 17,448 CHF 99.44% 99.44%
12/07/2024 8.35% 0.34 CHF 0.37 CHF 25,000 25,000 25,000 25,000 8,258 CHF 8,976 CHF 99.01% 99.01%
11/07/2024 8.14% 0.35 CHF 0.38 CHF 25,000 25,000 25,000 25,000 8,534 CHF 9,257 CHF 99.09% 99.09%
10/07/2024 9.50% 0.30 CHF 0.33 CHF 25,000 25,000 25,000 25,000 7,238 CHF 7,956 CHF 99.81% 99.81%
09/07/2024 8.23% 0.32 CHF 0.35 CHF 25,000 25,000 25,000 25,000 8,402 CHF 9,122 CHF 100.00% 100.00%
08/07/2024 4.37% 0.34 CHF 0.36 CHF 121,935 50,000 120,665 50,000 45,510 CHF 19,702 CHF 100.00% 100.00%
05/07/2024 4.80% 0.38 CHF 0.40 CHF 120,731 50,000 120,978 50,000 45,649 CHF 19,796 CHF 98.86% 98.86%
04/07/2024 4.44% 0.39 CHF 0.40 CHF 120,941 50,000 121,063 50,000 46,772 CHF 20,194 CHF 100.00% 100.00%
03/07/2024 6.49% 0.40 CHF 0.41 CHF 120,737 50,000 58,037 33,561 21,727 CHF 13,361 CHF 99.81% 99.81%
02/07/2024 6.90% 0.28 CHF 0.30 CHF 124,870 50,000 125,935 50,000 32,095 CHF 13,655 CHF 100.00% 100.00%

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