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 2.90% 0.54 CHF 0.55 CHF 100,000 50,000 94,427 30,733 53,273 CHF 17,934 CHF 55.82% 55.82%
12/07/2024 3.49% 0.44 CHF 0.45 CHF 120,000 50,000 130,022 38,671 52,147 CHF 16,839 CHF 33.81% 33.81%
11/07/2024 4.33% 0.35 CHF 0.36 CHF 150,000 50,000 128,269 27,797 51,911 CHF 11,446 CHF 65.85% 65.85%
10/07/2024 4.39% 0.40 CHF 0.41 CHF 130,000 50,000 138,076 25,910 51,929 CHF 10,117 CHF 90.26% 90.26%
09/07/2024 7.15% 0.28 CHF 0.29 CHF 180,000 50,000 201,241 25,351 50,640 CHF 7,066 CHF 99.68% 99.68%
08/07/2024 8.90% 0.22 CHF 0.23 CHF 230,000 50,000 254,598 26,463 50,612 CHF 6,036 CHF 81.98% 81.98%
05/07/2024 14.42% 0.14 CHF 0.15 CHF 360,000 50,000 469,411 40,334 42,778 CHF 4,493 CHF 30.44% 98.35%
04/07/2024 15.38% 0.06 CHF 0.07 CHF 500,000 50,000 500,000 50,000 30,000 CHF 3,500 CHF 1.58% 75.77%

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