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 1.08% 0.94 CHF 0.95 CHF 60,000 60,000 33,101 33,101 30,999 CHF 31,330 CHF 99.68% 99.68%
12/07/2024 1.20% 0.90 CHF 0.91 CHF 60,000 60,000 33,289 33,289 28,566 CHF 28,901 CHF 99.94% 99.94%
11/07/2024 1.23% 0.85 CHF 0.86 CHF 60,000 60,000 32,808 32,808 27,598 CHF 27,930 CHF 99.43% 99.43%
10/07/2024 1.29% 0.82 CHF 0.83 CHF 65,000 65,000 35,425 35,425 28,103 CHF 28,458 CHF 99.84% 99.84%
09/07/2024 1.37% 0.73 CHF 0.74 CHF 65,000 65,000 35,982 35,982 26,627 CHF 26,988 CHF 99.66% 99.66%
08/07/2024 1.40% 0.72 CHF 0.73 CHF 65,000 65,000 35,884 35,884 26,178 CHF 26,539 CHF 100.00% 100.00%
05/07/2024 1.32% 0.80 CHF 0.81 CHF 65,000 65,000 35,852 35,852 27,719 CHF 28,078 CHF 99.53% 99.53%
04/07/2024 1.35% 0.75 CHF 0.76 CHF 33,000 33,000 29,239 29,239 21,558 CHF 21,851 CHF 98.94% 98.94%
03/07/2024 1.55% 0.74 CHF 0.75 CHF 65,000 65,000 35,268 35,268 23,627 CHF 23,980 CHF 98.22% 98.22%
02/07/2024 1.68% 0.59 CHF 0.60 CHF 65,000 65,000 35,755 35,755 21,528 CHF 21,886 CHF 100.00% 100.00%

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