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 1.61% 0.63 CHF 0.64 CHF 120,000 120,000 66,144 66,144 41,738 CHF 42,401 CHF 100.00% 100.00%
12/07/2024 1.51% 0.65 CHF 0.66 CHF 120,000 120,000 66,488 66,488 44,646 CHF 45,313 CHF 99.94% 99.94%
11/07/2024 1.52% 0.67 CHF 0.68 CHF 120,000 120,000 65,611 65,611 44,689 CHF 45,352 CHF 99.43% 99.43%
10/07/2024 1.42% 0.70 CHF 0.71 CHF 130,000 130,000 70,608 70,608 50,066 CHF 50,774 CHF 99.84% 99.84%
09/07/2024 1.38% 0.74 CHF 0.75 CHF 130,000 130,000 71,723 71,723 52,592 CHF 53,310 CHF 99.66% 99.66%
08/07/2024 1.38% 0.74 CHF 0.75 CHF 130,000 130,000 71,526 71,526 52,665 CHF 53,383 CHF 100.00% 100.00%
05/07/2024 1.41% 0.71 CHF 0.72 CHF 130,000 130,000 71,462 71,462 51,325 CHF 52,042 CHF 99.53% 99.53%
04/07/2024 1.34% 0.73 CHF 0.74 CHF 65,000 65,000 58,015 58,015 42,872 CHF 43,452 CHF 98.94% 98.94%
03/07/2024 1.30% 0.74 CHF 0.75 CHF 130,000 130,000 70,298 70,298 54,430 CHF 55,134 CHF 98.24% 98.24%
02/07/2024 1.25% 0.82 CHF 0.83 CHF 130,000 130,000 71,269 71,269 57,729 CHF 58,443 CHF 100.00% 100.00%

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