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 4.00% 0.32 CHF 0.34 CHF 50,000 50,000 50,000 50,000 15,115 CHF 15,731 CHF 98.73% 98.73%
12/07/2024 3.46% 0.33 CHF 0.34 CHF 50,000 50,000 50,000 50,000 17,224 CHF 17,830 CHF 99.38% 99.38%
11/07/2024 4.62% 0.26 CHF 0.27 CHF 50,000 50,000 50,000 50,000 13,189 CHF 13,810 CHF 98.77% 98.77%
10/07/2024 4.04% 0.28 CHF 0.29 CHF 50,000 50,000 50,000 50,000 14,905 CHF 15,518 CHF 100.00% 100.00%
09/07/2024 4.11% 0.34 CHF 0.36 CHF 50,000 50,000 50,000 50,000 14,568 CHF 15,176 CHF 100.00% 100.00%
08/07/2024 4.01% 0.35 CHF 0.36 CHF 50,000 50,000 50,000 50,000 15,404 CHF 16,032 CHF 99.79% 99.79%
05/07/2024 7.09% 0.19 CHF 0.20 CHF 50,000 50,000 50,000 50,000 8,773 CHF 9,413 CHF 99.62% 99.62%
04/07/2024 12.48% 0.10 CHF 0.11 CHF 50,000 50,000 50,000 50,000 4,933 CHF 5,576 CHF 95.51% 100.00%
03/07/2024 11.77% 0.10 CHF 0.11 CHF 50,000 50,000 50,000 50,000 5,534 CHF 6,185 CHF 99.25% 99.73%
02/07/2024 6.24% 0.19 CHF 0.20 CHF 50,000 50,000 50,000 50,000 9,676 CHF 10,296 CHF 99.93% 99.93%

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