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 2.78% 0.35 CHF 0.36 CHF 109,842 20,000 109,552 20,000 38,810 CHF 7,285 CHF 93.15% 93.15%
12/07/2024 3.43% 0.28 CHF 0.29 CHF 111,620 20,000 111,615 20,000 32,057 CHF 5,945 CHF 99.01% 99.01%
11/07/2024 3.10% 0.31 CHF 0.32 CHF 110,636 20,000 110,921 20,000 35,229 CHF 6,553 CHF 99.08% 99.08%
10/07/2024 2.87% 0.35 CHF 0.36 CHF 110,316 20,000 110,388 20,000 37,936 CHF 7,073 CHF 100.00% 100.00%
09/07/2024 3.25% 0.28 CHF 0.29 CHF 111,976 20,000 111,417 20,000 33,822 CHF 6,272 CHF 100.00% 100.00%
08/07/2024 3.18% 0.31 CHF 0.32 CHF 110,970 20,000 111,011 20,000 34,337 CHF 6,387 CHF 98.29% 98.29%
05/07/2024 2.98% 0.31 CHF 0.32 CHF 111,396 20,000 110,788 20,000 36,643 CHF 6,816 CHF 93.65% 93.65%
04/07/2024 3.01% 0.33 CHF 0.34 CHF 111,117 20,000 111,191 20,000 36,430 CHF 6,753 CHF 100.00% 100.00%
03/07/2024 3.55% 0.31 CHF 0.32 CHF 111,792 25,000 112,844 25,000 31,398 CHF 7,209 CHF 99.73% 99.73%
02/07/2024 5.45% 0.20 CHF 0.21 CHF 115,132 25,000 115,781 25,000 20,839 CHF 4,751 CHF 100.00% 100.00%

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