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 5.11% 0.43 CHF 0.44 CHF 120,000 75,000 144,694 36,039 51,962 CHF 14,408 CHF 91.10% 91.10%
12/07/2024 3.29% 0.46 CHF 0.47 CHF 110,000 75,000 96,112 37,082 51,858 CHF 19,754 CHF 81.15% 81.15%
11/07/2024 3.47% 0.53 CHF 0.54 CHF 100,000 75,000 100,449 36,273 52,052 CHF 19,935 CHF 87.44% 87.44%
10/07/2024 3.38% 0.54 CHF 0.55 CHF 100,000 75,000 97,215 38,203 52,826 CHF 22,010 CHF 76.64% 76.64%
09/07/2024 3.92% 0.47 CHF 0.48 CHF 110,000 75,000 113,145 35,451 51,834 CHF 16,485 CHF 95.55% 95.55%
08/07/2024 2.74% 0.48 CHF 0.49 CHF 110,000 75,000 81,004 34,870 52,952 CHF 22,132 CHF 93.23% 93.23%
05/07/2024 2.47% 0.80 CHF 0.81 CHF 75,000 75,000 71,371 35,367 52,440 CHF 26,641 CHF 98.13% 98.13%
04/07/2024 2.50% 0.74 CHF 0.75 CHF 75,000 75,000 70,971 34,236 52,984 CHF 26,140 CHF 83.98% 83.98%
03/07/2024 2.36% 0.77 CHF 0.78 CHF 75,000 75,000 71,103 35,502 55,474 CHF 28,541 CHF 96.94% 96.94%
02/07/2024 2.04% 0.76 CHF 0.77 CHF 75,000 75,000 63,375 35,694 56,813 CHF 31,675 CHF 94.48% 94.48%

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