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 3.17% 0.29 CHF 0.30 CHF 118,281 50,000 117,389 50,000 36,451 CHF 16,028 CHF 98.52% 98.52%
12/07/2024 3.26% 0.29 CHF 0.30 CHF 117,968 50,000 117,833 50,000 35,628 CHF 15,619 CHF 99.38% 99.38%
11/07/2024 3.27% 0.29 CHF 0.30 CHF 117,862 50,000 118,064 50,000 35,511 CHF 15,539 CHF 99.16% 99.16%
10/07/2024 3.92% 0.28 CHF 0.29 CHF 119,283 50,000 119,844 50,000 30,003 CHF 13,019 CHF 100.00% 100.00%
09/07/2024 3.97% 0.23 CHF 0.24 CHF 120,375 50,000 119,988 50,000 29,673 CHF 12,866 CHF 100.00% 100.00%
08/07/2024 4.04% 0.23 CHF 0.24 CHF 120,268 50,000 119,767 50,000 29,053 CHF 12,629 CHF 100.00% 100.00%
05/07/2024 4.17% 0.23 CHF 0.24 CHF 120,726 50,000 120,520 50,000 28,298 CHF 12,241 CHF 99.62% 99.62%
04/07/2024 4.14% 0.24 CHF 0.25 CHF 120,455 50,000 120,797 50,000 28,587 CHF 12,333 CHF 100.00% 100.00%
03/07/2024 4.87% 0.21 CHF 0.22 CHF 121,812 50,000 122,207 50,000 24,540 CHF 10,541 CHF 99.73% 99.73%
02/07/2024 5.71% 0.20 CHF 0.21 CHF 122,481 50,000 123,459 50,000 21,106 CHF 9,050 CHF 100.00% 100.00%

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