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 2.46% 0.40 CHF 0.41 CHF 109,661 20,000 109,535 20,000 44,000 CHF 8,234 CHF 93.15% 93.15%
12/07/2024 2.94% 0.32 CHF 0.33 CHF 111,706 20,000 111,575 20,000 37,391 CHF 6,903 CHF 99.01% 99.01%
11/07/2024 2.72% 0.36 CHF 0.37 CHF 110,636 20,000 110,897 20,000 40,221 CHF 7,454 CHF 99.08% 99.08%
10/07/2024 2.54% 0.39 CHF 0.40 CHF 110,424 20,000 110,385 20,000 42,860 CHF 7,966 CHF 100.00% 100.00%
09/07/2024 2.80% 0.33 CHF 0.34 CHF 111,976 20,000 111,435 20,000 39,226 CHF 7,241 CHF 100.00% 100.00%
08/07/2024 2.76% 0.36 CHF 0.37 CHF 110,866 20,000 111,015 20,000 39,665 CHF 7,346 CHF 98.29% 98.29%
05/07/2024 2.61% 0.36 CHF 0.37 CHF 111,396 20,000 110,807 20,000 41,968 CHF 7,776 CHF 93.65% 93.65%
04/07/2024 2.64% 0.38 CHF 0.39 CHF 111,024 20,000 111,193 20,000 41,573 CHF 7,678 CHF 100.00% 100.00%
03/07/2024 3.03% 0.35 CHF 0.36 CHF 111,829 25,000 112,833 25,000 36,775 CHF 8,400 CHF 99.73% 99.73%
02/07/2024 4.31% 0.25 CHF 0.26 CHF 115,204 25,000 115,772 25,000 26,429 CHF 5,959 CHF 100.00% 100.00%

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