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 4.99% 0.22 CHF 0.23 CHF 173,988 50,000 173,137 50,000 41,593 CHF 12,627 CHF 98.73% 98.73%
12/07/2024 5.99% 0.22 CHF 0.23 CHF 173,853 50,000 174,736 50,000 35,177 CHF 10,685 CHF 99.38% 99.38%
11/07/2024 4.40% 0.29 CHF 0.31 CHF 170,000 50,000 171,003 50,000 50,822 CHF 15,531 CHF 8.36% 8.36%
10/07/2024 5.26% 0.27 CHF 0.28 CHF 173,375 50,000 173,696 50,000 43,077 CHF 13,069 CHF 100.00% 100.00%
09/07/2024 4.92% 0.20 CHF 0.22 CHF 175,204 50,000 173,436 50,000 44,259 CHF 13,401 CHF 100.00% 100.00%
08/07/2024 5.93% 0.20 CHF 0.22 CHF 175,097 50,000 173,509 50,000 41,962 CHF 12,832 CHF 99.79% 99.79%
05/07/2024 3.16% 0.36 CHF 0.38 CHF 140,000 50,000 136,797 50,000 51,915 CHF 19,607 CHF 99.62% 99.62%
04/07/2024 2.65% 0.46 CHF 0.47 CHF 110,000 50,000 114,730 50,000 52,656 CHF 23,593 CHF 100.00% 100.00%
03/07/2024 2.98% 0.46 CHF 0.47 CHF 110,000 50,000 116,884 50,000 51,807 CHF 22,937 CHF 99.73% 99.73%
02/07/2024 3.55% 0.37 CHF 0.38 CHF 140,000 50,000 142,034 50,000 51,466 CHF 18,792 CHF 99.80% 99.80%

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