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 0.25% 60.70 CHF 60.80 CHF 6,500 6,500 2,985 2,985 180,693 CHF 181,096 CHF 97.76% 97.76%
12/07/2024 0.27% 62.00 CHF 62.10 CHF 6,800 6,800 3,103 3,103 180,624 CHF 181,047 CHF 99.98% 99.98%
11/07/2024 0.25% 61.90 CHF 62.00 CHF 5,600 5,600 2,435 2,435 170,396 CHF 170,764 CHF 99.51% 99.51%
10/07/2024 0.26% 70.10 CHF 70.20 CHF 5,500 5,500 2,606 2,606 179,836 CHF 180,234 CHF 99.99% 99.99%
09/07/2024 0.25% 66.00 CHF 66.10 CHF 6,400 6,400 2,945 2,945 189,893 CHF 190,294 CHF 99.70% 99.70%
08/07/2024 0.28% 59.10 CHF 59.20 CHF 6,800 6,800 3,105 3,105 179,066 CHF 179,489 CHF 100.00% 100.00%
05/07/2024 0.26% 57.10 CHF 57.20 CHF 6,400 6,400 2,861 2,861 167,780 CHF 168,168 CHF 99.28% 99.28%
04/07/2024 0.26% 58.70 CHF 58.80 CHF 1,900 1,900 1,898 1,898 111,007 CHF 111,297 CHF 98.10% 98.10%
03/07/2024 0.20% 55.40 CHF 55.50 CHF 7,200 7,200 3,515 3,515 176,307 CHF 176,612 CHF 98.60% 98.60%
02/07/2024 0.30% 49.75 CHF 49.85 CHF 7,400 7,400 3,315 3,315 168,267 CHF 168,716 CHF 99.95% 99.95%

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