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 3.70% 0.26 CHF 0.27 CHF 109,620 20,000 109,545 20,000 29,106 CHF 5,514 CHF 93.14% 93.14%
12/07/2024 4.96% 0.19 CHF 0.20 CHF 111,620 20,000 111,615 20,000 22,011 CHF 4,145 CHF 99.01% 99.01%
11/07/2024 4.30% 0.22 CHF 0.23 CHF 110,636 20,000 110,921 20,000 25,246 CHF 4,753 CHF 99.08% 99.08%
10/07/2024 3.87% 0.26 CHF 0.27 CHF 110,316 20,000 110,388 20,000 28,001 CHF 5,273 CHF 100.00% 100.00%
09/07/2024 4.59% 0.19 CHF 0.20 CHF 111,976 20,000 111,417 20,000 23,795 CHF 4,472 CHF 100.00% 100.00%
08/07/2024 5.57% 0.22 CHF 0.23 CHF 111,142 20,000 111,023 20,000 24,349 CHF 4,638 CHF 98.29% 98.29%
05/07/2024 4.08% 0.22 CHF 0.23 CHF 111,396 20,000 110,788 20,000 26,672 CHF 5,016 CHF 93.65% 93.65%
04/07/2024 4.12% 0.24 CHF 0.25 CHF 111,117 20,000 111,191 20,000 26,423 CHF 4,953 CHF 100.00% 100.00%
03/07/2024 5.21% 0.22 CHF 0.23 CHF 111,792 25,000 112,835 25,000 21,293 CHF 4,970 CHF 99.73% 99.73%
02/07/2024 10.77% 0.11 CHF 0.12 CHF 115,132 25,000 115,785 25,000 10,516 CHF 2,522 CHF 100.00% 100.00%

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