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 1.44% 0.70 CHF 0.71 CHF 120,000 120,000 66,143 66,143 46,589 CHF 47,252 CHF 100.00% 100.00%
12/07/2024 1.36% 0.72 CHF 0.73 CHF 120,000 120,000 66,488 66,488 49,516 CHF 50,184 CHF 99.94% 99.94%
11/07/2024 1.37% 0.75 CHF 0.76 CHF 120,000 120,000 65,614 65,614 49,504 CHF 50,168 CHF 99.43% 99.43%
10/07/2024 1.29% 0.77 CHF 0.78 CHF 130,000 130,000 70,608 70,608 55,214 CHF 55,921 CHF 99.84% 99.84%
09/07/2024 1.26% 0.81 CHF 0.82 CHF 130,000 130,000 71,724 71,724 57,931 CHF 58,649 CHF 99.66% 99.66%
08/07/2024 1.26% 0.82 CHF 0.83 CHF 130,000 130,000 71,525 71,525 57,977 CHF 58,695 CHF 100.00% 100.00%
05/07/2024 1.28% 0.78 CHF 0.79 CHF 130,000 130,000 71,459 71,459 56,748 CHF 57,465 CHF 99.52% 99.52%
04/07/2024 1.22% 0.81 CHF 0.82 CHF 65,000 65,000 58,015 58,015 47,310 CHF 47,890 CHF 98.93% 98.93%
03/07/2024 1.18% 0.81 CHF 0.82 CHF 130,000 130,000 70,302 70,302 59,822 CHF 60,526 CHF 98.22% 98.22%
02/07/2024 1.15% 0.89 CHF 0.90 CHF 130,000 130,000 71,269 71,269 63,151 CHF 63,865 CHF 100.00% 100.00%

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